"Jehovah" is the English version of the Greek version of the Hebrew version of the YHVH with added vowels (not used by ancient Hebrew). Jesus was not called Jesus in the first century. He would have been known as Yeheshua or some variation. Jesus is the Greek version of his name.
I have never found a single verse that proves that Jesus ever commanded his followers to refer to Almighty God by His personal name, but always as "Father."
This whole argument over whether Jehovah is the correct name for Almighty God is bogus. It was simply formed by taking the Greek version of the Tetragrammaton and adding the vowels from Elohim and Adonai to make the name pronounceable.
The wide use of the title Lord can be traced back to the middle-ages and the propaganda that kings were appointed by divine intervention and that powerful landowners (lords) had achieved their success due to God's grace. So where Adonai and Elohim appeared in the original text, the words were replaced with the common dark ages generics of Lord, God, and Father.
JV