Dictionaries and interestingly, Facebook, offer pronunciation guides in the about.
My wife's name is actually simple to pronounce but the Romanization from the Thai alphabet to English is definitely not how it's pronounced. People have been screwing it up badly when they don't know her and first see it as a written name for as long as she has been in America. Sadly, some continue to screw it up after they are told the pronunciation. Your name is an example; Kovie, pronounced Kov-yay. It is understandable that people would pronounce it wrong if they were not told how to pronounce it. Nothing sinister and arguably not racist about that.
I retired from an international corporation and it was common for Asian people to have a Western nick-name. Their actual name was not a secret, Nicknames are common within a language. In the case where the Romanization of their name was phonetic they usually didn't go with a nickname.