I think we can develop a repository of names here for people to use as they wish but I think, as in life, the names should come as people encounter and map the world and the things that start appearing there. For instance, Ghostman is mapping that Yellow area in the NW continent, I'm sure he is coming up with names for his stuff, it seems reasonable to see what develops from that and possibly the name of the continent can be derived from that.

My suggestion is that if you are developing a culture make a name or title for the culture and start putting names and possibly assigning names for your culture under there.

So for you Azelor you it would look like something like this:

Culture 1 (or whatever name you decide, can obviously be assigned later):
Demorgos: Our planet.
Thurlor: The closest continent to the south pole continent. It is an island.
Blerd: blah blah blah blah
etc.

This way people can assign names to things that would not limit or define others as to their own conceptions of a place. It would also better simulates a real planet with real people. This also ensures a homogeneity in the phonetics of names for one culture.