I'm not going to alter my name for my main character, but I will have alts that I'll make an effort to use lore names for.

Btw, if you change to miqo'te I think you'd be okay leaving it as Yru and not adding the h to make it Yruh, it would just be a more modernized spelling indicating a miqo'te who's been more integrated into Eorzean culture, since the other races can't really pronounce miqo'te h's correctly anyways and just make them silent.