Your post gave me a chuckle this morning.
I actually know a young man with the name Xavier and he pronounces it the traditional way, or as the school. When I first met him, it was close to the time of XH as a Jayhawk, so I had to clarify as to his preferred pronunciation. He probably tired of having to specify. Imagine the consternation of Mr. Henry always having to correct people.
It's sort of in the same category of naming a boy Precious, parentally. What were they thinking?
My wife knew a girl in college whose name was Rhea Diah. At the beginning of the semester, the professor would call out the roll, last name first. Try it ... the girl likely wanted to stay home on the first day.