Suppose that one where to be working with a language in which it would be difficult to transcribe certain voice, retroflex or aspirated consonants from Pali into said language.
Would it be acceptable to use something like Theodoros for Devadatta when writing in Greek?
I know that Tibetan translation makes liberal use of calques.
My suggestion is to use the closest phonetic form of the Indic names but dont translate them outright - so Devadatta to Theodoros would not be comprehensible to anybody but something like Devadattos would be OK.
Pali itself is full of such phonetically approximated names. So the Sāriputta (of the Pali canon) would have historically been called Śāriputra, Moggallāna would have been called Maudgalyāyana, Kondañña would have been historically called Kauṇḍinya, Gotama would have been historically called Gautama etc.