Actually, Messiahs true hebrew name, is Yahowshua, not Yeshua. Yeshua has the talmudic/masoretic annunciation in it cause of the vowel points added. Jesus' name, is Yahowshua, and it has YHWH's Name in it, thats why it is the Name above all Names.
Also, the hebrew name for Judah, is Yahuwdah, which also has the 4 letter tetragrammon in it, YHWH. YAH has His name on His people, and the word "jew", or Yahuwdi, means "one who praises YAH", and that is why Judah was named such, and also why YHWH made sure the southern kingdom of the faithfull ones at the Kingdom split, was called Judah, or Yahuwdah.
When one reads Zechariah, in the Hebrew, we see that Jesus' name was foretold, and He was to be the Kohen Gadol(high priest), and the King.
Zech 6:10 "Take of them of the captivity, even of Heldai, of Toviyah, and of Yedayah; and come the same day, and go into the house of Yoshiyahu the son of Tzefanyah, where they have come from Bavel.
Zech 6:11 Yes, take silver and gold, and make crowns, and set them on the head of Yahowshua the son of Yahotzadak, the Kohen Gadol;
Zech 6:12 and speak to him, saying, 'Thus says the LORD of Hosts, "Behold, the man whose name is the Branch: and he shall grow up out of his place; and he shall build the temple of the LORD;
Zech 6:13 even he shall build the temple of the LORD; and he shall bear the glory, and shall sit and rule on his throne; and he shall be a Kohen on his throne; and the counsel of shalom shall be between them both.
You see, the persian wisemen, were actually the congress in Pesia who were jewish who knew the prophecy of Daniel and the time Messiah was to come. The name of Jesus/Yahowshua was foretold, and was not a mystery, as the scriptures clearly show.