It depends, I do have (annoyingly) several worlds that are not really interconnected other than by the world eaters shenanigans, but otherwise completely separate. Tho even then, I'm always iffy since I always wait until I got something that fits the civilizations on the world they live in before throwing a name on it. Can't be random...

For the dragons, I.. honestly I'm not sure. Probably one of the last thing I'd find so the name has some significance, but I guess it'd be named after either one of the oldest dragons (as their species are somewhat linked to primordial elements and other arcane eldritch whatevering powers), while mortals either adopted the name, but written in a way they can pronounce it.