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1.) We retain Rog as a nickname, and say that his real name was lost to the sands of time, or something else like that. That way, we still keep the name, but make it a nickname, which would be a lot more liberal. That way, an Elf could be nicknamed "Demon" (if we stick with the theory that "-rog" means "demon").
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Again, I don't see the point of doing this. "Rog" does
not mean "Demon". But even if it did, the name "Rog" from FoG has a different etymology, meaning something along the lines of "strength". There is no conflict between the two roots.
As I understand it, Christopher's claim that the name would have disappeared is not based on etymology but rather on the mere look and sound of the word. With regard to this problem, making it a a nickname would serve no purpose.
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We slap a circumflex on the "o" and turn "Rog" into "Rôg," and a little more Elvish-sounding.
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I agree that the name with a circumflex has less of that "out of place" feeling than the original name. But the addition of a circumflex is somewhat arbitrary. There are any number of more aesthetically fitting (in terms of later Sindarin and Quenya) names we could construct - but as jallanite pointed out, this would be
invention and would be arbitrary.
I still vote for leaving "Rog".