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theonym

n. The name of a god.

Wikipedia
Theonym

A theonym (from classical Greek theos " god" and -onym "name") is a proper name of a deity. The study of theonyms is a branch of onomastics. The names of a society's gods may be useful in understanding the origin of their languages as well as their views of a particular deity. Theonyms have been useful in understanding the connections of Indo-European languages. Ancient Rigveda has multiple theonyms.