I don't mind when they use the full hero name, like Hellish Blizzard and Terrible Tornado or whatever. But when they say the name alone, they should leave it untranslated. Heck, I'd bet that's their real first name.
Dito, that's exactly it. I doubt 'Fubuki' is her hero name only. For example one guy in Inazuma Eleven also was called Fubuki - ofc they didn't translate his name.