I agree, the name "Jesus" was not the Messiah's name. The Angel of Yah told Miriam to name him YAHSHUA. Luk 1:31 "And, behold, thou shalt conceive in thy womb, and bring forth a son, and shalt call his name YAHSHUA."

The Messiah was not Greek. He was Hebrew from the tribe of Judah. He had a Hebrew name. There are no "J"s in the Hebrew Alphabet.

Your quote from Matthew is a quote from Isaiah. Isa 7:14 "Therefore Yahweh himself shall give you a sign; Behold, a virgin shall conceive, and bear a son, and shall call his name Immanuel." What does it say in the original Hebrew?

H6005
עמּנוּאל
‛immânû'êl
BDB Definition:
Immanuel = “God with us” or “with us is God”
1) symbolic and prophetic name of the Messiah, the Christ, prophesying that He would be born of a virgin and would be ‘God with us’
Part of Speech: noun proper masculine
A Related Word by BDB/Strong’s Number: from H5973 and H410 with a pronominal suffix inserted

Immanuel is a what the Messiah would be. Yah with us.