Flezxy
Wuxiaworld released a post a few years ago on this
'In Coiling Dragon, why did you transliterate so many names into Western names? I don’t like it. You should have kept the Chinese.
Actually, every single one of the names in Coiling Dragon are Western names which IET ‘transliterated’ into Chinese phonetically; what I do is to return them to their English equivalent is. In this novel, IET intended the figures to be essentially Western, manga-like figures. This is very different from other Chinese novels. For example, a certain character named O’Brian has as his Chinese name 奥布莱恩, Ao’bu’lai’en. There is NO Chinese name Ao’bu’lai’en; that is how the Chinese phonetically spell the Western name O’Brien. Conan O’Brien, in China, is known as 柯南 奥布莱恩, Ke’nan Ao’bu’lai’en. To translate 奥布莱恩 as Aobulaien instead of O’Brien is the hallmark of a lazy translator who doesn’t quite know what he’s doing.'
The post is here
As for names like 'Jun Bluemoon' or 'Yan Littlemoon' and so on, they're the literal translations of the name in Chinese.