Just they way of saying foreign words, mainly because they don't have a character to represent the sound of "d". In Japanese, that name would actually be romanized as Claudo most probably.
Some other examples you can use for refference, in romaji form:
Sumisu = Smith
Raito = Light
tawaa = tower
misu = Miss
Maikeru = Michael
When using foreing words, Japanese use Katakana and such. Google for more information.