Concerning the use of the "right names" of the valar and maiar, it is stated in Quendi and Eldar, HoME XI:
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Originally Posted by Note on the Language of the Valar
Now the names that we have for the Valar or the Maiar, whether adapted from the Valarin or translated, are not right names but titles, referring to some function or character of the person; for though the Valar have right names, they do not reveal them. Save only in the case of Orome.
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Sauron is definitely a title and not a right name. The Silmarillion, Unfinished Tales and the letters (heck, even LotR) all reffer to Sauron as being good in the begining (letter #131 goes as far as portraying him following Aule in Valinor) - and a being of good would definitely not chose the name The Abhorred.