I don't think the knowledge of a shard's name is particularly indicative of cosmere-awareness. Vin, for example, gains knowledge of ruin's name despite having liittle knowledge of the cosmere. I think it's perfectly possible for the shards interactions with the people pre-ascension to have revealed their names.
That said, I think this is a perfectly valid theory. The biggest point I have against it is that we don't know of any mention of a 'journey' in the Terris religion.