As a native speaker of Brazilian Portuguese, I would pronounce genuinely Brazilian proper names as other native speakers of Brazilian Portuguese do. None of that Rrrreeeoo day Janayroo pronunciation bit or Sown Paooloo pronunciation bit often heard from foreigners.
On the English. I have, however, incorrectly pronounced Windham as /wind-ham/ and Notham as /not-ham/ as two syllables. My former American girlfriend taught me /windam/ and /notam/ as one syllable, the /a/ having the sound that the inverted /e/ has. (I cannot seem to symbolize it here using Linux).