It’s unlikely. Since day one of her reign, Catherine faced a legitimacy crisis - and wanted to be known as Catherine, the name she took when she converted from Lutheranism to Orthodoxy, tsardom’s faith, as a teen.

Furthermore, Catherine did not hold her childhood in high esteem, preferring not to talk about - so one can speculate that she thus would not have wanted to have gone by a name associated to her in childhood.

Importing the monarchy

While both still teenagers, Peter and Catherine were brought to Russia by its tsarina, Empress Elisabeth, a daughter of Peter the Great, who had no children of her own.

Peter was duke of Holstein-Gottorp, in modern-day Denmark/Germany (His mother was tsarina’s Elisabeth’s sister). Catherine was princess of a minor German principality, Anhalt-Zerbst, which was close to Prussia.

In Elisabeth’s eyes, marrying the two would help boost Prussia-Russian relations. This tradition of intermarriage between German and Russian nobility would last - but not without at least one exception - right up the end of the Romanov dynasty. (This is not to say Russia and Prussia were best friends - Elisabeth's own reign is marked with the conflict of the Seven Years' War on which the two countries fought on opposing sides)

Catherine, meanwhile, soon upon her arrival to Russia, took great care to become as Russian as possible. She took great care to master the Russian language, which impressed her aunt, the reigning Tsarina Elisabeth.

While initially friendly to each other, Peter and Catherine would grow into an immense mutual dislike - living at opposite ends of the palace. Peter seemed to not refer to Catherine by her name at all, referring to her as ‘she.’

Just months after Elisabeth died and Peter III took the throne, Catherine deposed him, becoming empress.

Keenly aware of her lack of legitimacy - a fact added by Peter III dying just days after being deposed - Catherine made sure to make her supporters whole.

For, alliteration intended, she propped up her precarious position of power by providing plush perks of peasants, palaces and payments - to partners and princes. (More on that later)

Legitimacy crisis

Back to Catherine’s legitimacy crisis and why she needed to have a Russian identity:

Now, newly reigned, being fully German and having no claim to Russian-ness other than her marriage to Peter, Catherine risked coming across a ‘less Russian’ than even he was. According to Catherine’s own memoirs - which of course paint Peter in a negative light - Peter made his dislike for Russia loudly known.

Back when he was a teenager and not yet tsar, Peter “frequently took care to let it be seen that he would rather have gone to Sweden [a historical Russian enemy] than remain in Russia.” Elisabeth was not impressed, referring to him as 'her fool of a nephew'.

It was unlikely that many people - at least inside Russia - would have wanted to mockingly refer to Catherine as ‘Sophie’.

Why? Punishments for breaking protocol and being seen to be disloyal were severe. For example, the famously vain Elisabeth banned ladies at court from wearing pink - and cut off the hair of a countess who dared to wear a pink rose in said hair. Elisabeth later ordered the same countess, alongside another noblewoman, to have their tongues ripped out as a punishment for a conspiracy. (Yes, the sentence was carried out.)

Threat of disrespect

Thus, while not an exceptionally prickly person - certainly less so than Elisabeth - calling Catherine by her pre-Orthodox name would likely have been a mark of severe disrespect.

Furthermore, Catherine’s spies - one does not rule Russia without them - would have likely regarded any letters referring to Catherine as Sophie as dissent.

But how was Catherine referred to by those closest to her - her numerous lovers?

Aside from the normal court language of referring to Catherine as ‘Your Majesty’, Catherine’s seemingly greatest love of all, Potemkin, referred to her still reverentially as ‘Mother’, ‘Little Mother’ or ‘Matushka’. Later lovers called her - somewhat less respectfully, by the diminutive 'Katinka.' (Russians today will attest their culture of diminutive names is second-to-none)

Catherine, meanwhile, called her lovers by a seemingly infinite number of pet names. For Potemkin, these ranged from respectful: ‘Batushka’, ‘Batinka’, ‘Papa’, to playful: ‘Grishenka’ ‘Golden cockerel’ ‘Kitten’ ‘Little Dog’, to full-on romantic: ‘My darling soul’ ‘sweetheart’ ‘my heart.’

Demonstrating the bilingual nature of the Russian court at the time, Catherine would write in Russian for affairs of state, French for affairs of the heart. Their letters sometimes mixed the two languages.

Affairs of the heart

Note here that Catherine was 10 years Potemkin’s senior - and as Catherine aged, her lovers seemed to get younger.

Catherine appeared to have a certain motherly delight with her favourites - and in her words, would enjoy ‘educating’ them.

She referred to her last lover, the dark, muscular Platon Zubov - who was just 22 while she was over 60 - as ‘our baby’ ‘child’ and ‘Blackie’, while continuing her correspondence with Potemkin, who was by then a lover no more, but a trusted advisor and general.

Most of Catherine’s loves did not last more than a few years - but Catherine, who’d learned the importance of making allies, and not enemies as her husband Peter III had done - knew how to handle a breakup. Catherine's ex-favourites were usually lavished with estates with serfs - sometimes thousands of souls traded like possessions in Catherine's reign - money, or high governmental positions.

(Side note: Catherine's habit of rewarding generously meant her reign marked a high point for the Russian nobility - a peak from which it never recovered after her death)

Thus, we wouldn’t speculate that many of those closest to her would have much cause to insult Catherine - and in a land where imperial privileges can be revoked extremely fast, on a mere whim - most would not have ventured to do so.