Of course, come SA5, it’s entirely possible that someone will tell Shallan that Thaidakar’s name is Kellsee-ay, and he’ll be referred to as such for the entire book. Thereby avoiding having his actual name printed at any point...
Headcanon that may actually be accurate: Kelsier has a very French accent when speaking non-Scadrian languages. Which he actually speaks, since he needs to communicate with his people but can’t use connection tricks due to being trapped on Scadrial. He also speaks a very old upper class variant of the North Scadrian language, so comes off as horribly pretentious to people on Scadrial.