I think "Trump supporters" and "Trump's supporters" are actually two different things, linguistically speaking. The first case involves using the name Trump as an "object adjective". However in the latter case Trump is being used as a "possessive adjective". There's a clear difference between the two, albeit a somewhat subtle.
The term "Jehovah's Witnesses" tells you who they are witnesses for. But the term "Jehovah Witness" means what exactly? Unlike the Trump example, "Jehovah" is not being used as "an objective adjective" in this case because JWs don't actually witness Jehovah - Jehovah is not the object of the action of Witnessing in the way that Trump is the object of the action of supporting. The object of the witnessing is the message they're preaching. Jehovah is the person about whom they witness - not what they witness. It's very subtle, but there's a difference.