I think it depends on who your character is (or, who you decide who your character is because you really like a name!).
If your character is a Roegadyn, lived with other Roegadyn, and grew up in that culture, they're probably going to have a Roegadyn name. (or in the case of Hellsguard, an English/common version of that name :B)
On the other hand, if your character was a Hyur, but was adopted by Roegadyn and lived in that culture, they might have a Roegadyn name too! Or vice-versa.
Like Aldeus and Garryson said, it's a big world where a lot of weird circumstances can happen. If you like a name that doesn't "fit the character's race," then handwave it off or use that as a plot point for your character's story.
If your character is a Roegadyn, lived with other Roegadyn, and grew up in that culture, they're probably going to have a Roegadyn name. (or in the case of Hellsguard, an English/common version of that name :B)
On the other hand, if your character was a Hyur, but was adopted by Roegadyn and lived in that culture, they might have a Roegadyn name too! Or vice-versa.
Like Aldeus and Garryson said, it's a big world where a lot of weird circumstances can happen. If you like a name that doesn't "fit the character's race," then handwave it off or use that as a plot point for your character's story.