Iran was always called Iran by the Iranians themselves, the Shah did not "rename" it. Some Iran-bashers have lately tried to claim that Iran was called by that name due to Nazi influence but this is rubbish. Edwin Black wrote an article making this claim http://www.sfgate.com/opinion/article/Denial-of-Holocaust-nothing-new-in-Iran-Ties-to-2507165.php

It was debunked by Abbas Milani, at Stanford Univ https://abbasmilani.stanford.edu/wp-content/uploads/2014/10/Revealing-Errors.pdf

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http://iranian.com/main/blog/iran-history-buff/edwin-black-lies-and-distorts-irans-history.html

Iran had good relations with Germany before the rise of Nazism. Reza Shah did not like Hitler, and resented Nazi attempts to promote separatism in the NE of Iran.