I think that, if a person choose to use the original language verison, Jaheshua, like Shelby and a few others, that is very cool and quite acceptable.
I like when my wife, when she uses my name, calls me Paulo much more than when she says Paul.
I think that using a persons original name in the original pronunciation came bring you closer to that person, make it more personal.
I must say that when I pray I do tend to say Jaheshua and I feel closer, just as when I call Our God Abba.
There are terms that makes us feel more intimate with Our Lord and Our God, nothing wrong with that.
To be honest, the only reason I have an issue with Jehovah is because we know it to NOT be God's name but the combination of two words.