hi! Fernão de Magalhães is still so known in Portuguese; if you take a look at his English Wikipedia page and hover your cursor over the languages in the left-hand sidebar, you'll see many many variations of his name. You'll find similar situations for many other people's names, as well as places and other terms.

There's a short explanation for this variation in the /r/Linguistics FAQ (here), which includes a link to this thread. I send you there because I'm stumped to remember the names of the previous related questions here, and our closest-related FAQ section (Why do countries have different names in other languages?) focuses only on country names.