Shouldn’t Jon’s real name be Visenys as Rhaegar clearly was naming his kids after the Conquerors (Aegon, Rhaenys…) so he could have the “Three Heads of the Dragon”?

That’s definitely a possibility. Keep in mind, Rhaegar and Lyanna didn’t have ultrasounds, so they wouldn’t have known the gender ahead of time. And since Rhaegar was a very destiny-focused guy, I think Visenya might have been the name because he was sure the child would be a daughter.