Mostly they just call us "Mem", "Sir" or whatever our title in the game.
So why not creating a software where voice actors will pronounce each alphabets, such as
A = Ar, Ae
B = Bh
C = Ch
D = Dh
and so on, and so when we type our name in character screen, the software will recognize the word and each NPCs will say it
For example, i type my name "Niza", the computer will process it "Neezaar", in which make it a sound based on the alphabet i put on. So all NPCs will call my character "Niza" or "Neezaar"