Yes there is! You can find them in the Lore section: here for the original races and au ra, here for viera, and for hrothgar.
There is also a thread for beastmen naming conventions there as well if you're interested.
A couple of other pointers though:
Garleans indeed use a Roman-like naming structure (or at least their actual given and family names are usually Latin, there are some oddities though, like Nael), however the middle name is actually a title corresponding to their social rank - 'yae' is the highest rank reserved solely for the Emperor, and 'an' is the lowest, basically peasants. It is possible for a citizen to rise their way up the ranks through Garlemald's meritocracy, just as it's as easy to slide backwards in rank, and thus their middle name would change to reflect that. Garleans who defect from the Empire to say Eorzea drop this middle name from use and just use their first and second names, so the middle name is a quick and easy way to identify an Imperial that supports the Empire (or at least is part of their society) rather than someone who happened to be Garlean born - this is why Cid is simply known as 'Cid Garlond' rather than as 'Cid nan Garlond' which was his Imperial name, as he's now considered an Eorzean citizen with no connections to the Empire, he no longer has the 'nan' in his name.
As for the 'Ul' in Ul'dah, good guess, but not quite. The 'Ul' in the city's name refers to the House of Ul, it's ruling family which the current Sultana Nanamo belongs to. However Nanamo is the last of her family line, when she dies, the dynasty dies with her. There has been at least one occurance of an alternative dynastic line ruling the city, the pretender hyuran Thorne dynasty which ruled for barely a century until the Ul dynasty was restored, but by all accounts the city did not change the 'Ul' in it's name at the time to, say, 'Thorne'da', which just sounds silly. :P