I honestly thought that Pikachu, Pokémon, etc were direct translations from language to language with the exception of it being called Pocket Monsters in Japan.
I can't imagine Weavile official name being anything other than Weavile.
I don't fully know and understand the entire situation going on in Hong Kong right now but it must be pretty bad if it brought out the more dedicated Pokémon fans out into sunlight to march and protest these changes.
Pocket Monsters is basically an artifact title at this point in Japan though, it still appears on the box art (with Pokemon written beneath) and in the opening speech by the Professor, but otherwise it isn't actually commonly used by in-game characters as far as I know. Same with the show, I don't think anyone but the narrator says Pocket Monster.
When it comes to the English version at least, the majority of Pokemon have their names drastically altered. The reason for this is two-fold: many of the Japanese names, especially the original 151, like their designs were rather simple and in quite a few cases simply English words. To a Japanese kid "Lizard" (Charmeleon), Spear (Beedrill), and Showers, Thunders, Booster (Vaporeon, Jolteon, and Flareon) sound cool because they're foreign, but they sound very plain to a native English speaker. On the other hand a lot of the Japanese names are also made of Japanese words that'd have no meaning to an English speaker and sound a bit clunky, like Fushigidane (Bulbasaur) or Tosakinto (Goldeen).
There's quite a few names more or less kept---maybe a slight spelling difference or pronunciation difference, due to the differences between the English and Japanese, but the meaning and intent more or less the same. This includes Pikachu and its "clones", the majority of Legendaries, the Legendary Birds being the first exception, and a random smattering of Pokemon whose original name had a pun that'd still work in English, like Butterfree and Arbok, or sounded too cool to change like Gyarados.
The replacement English names sometimes keep the original spirit of the original while making it more digestible to English speakers, though I've noticed it seems like the newer names are attempting this more than the older ones which often went for fun little puns over preserving the spirit of the original. This isn't necessarily a bad thing, as I think making the localized name look good and sound good is the most important part, and while I like the newer Pokemon more or less to the same level of the originals I do think the localized names have gotten a bit too busy and clunky lately hitting its peak in Gen V with names like "Darmanitan" and "Cofagrigus", names which I think don't roll off the tongue whatsoever.
(Though I'm pretty sure most here are fine with English in SEA.)
