I am sure you know this already, that "Jehovah" is a hybrid name that was never used in ancient Israel. And, calling God's name was out of practice and out of writing long before Jesus appeared. Jesus didn't read YHWH when he read from the ancient scrolls, and as you have already pointed out, he never made the name-calling an issue or a point of instruction to his listeners.
And, if anyone today is to be called Witnesses, maybe Acts 1:6-8 has some bearing on ???? Witnesses.