I use many Hebrew names in place of the Anglicized ones. I will try to remember to add them here. Feel free to ask in the comments of any post where I use a word or name and have not added it here. In our Bibles, the Hebrew names for people and places are usually transliterated and, sometimes, translated.
Some are very similar, such as Avraham in Hebrew is Abraham in the English Bible. Some are not typical, such as Shlomo in Hebrew somehow got to be Solomon in our English Bibles. These changes are usually due to transliteration through one or more languages. The nature of transliteration is that spelling is not always consistent.
Transliteration is when you try to use the letters of another language to write the same sounding word as the original language rather than translating which is giving the meaning of the word. If you live in America and listen to Spanish radio, you will often hear them interject with an English word. That is transliteration. Sometimes, though, the grammar rules require adding letters or, sometimes, they don’t have the same sound in the other language. That is how we got “Jesus” from “Yeshua”.
HaShem is Hebrew for “the Name”. It is never used in any way other than to replace the sacred name of G-d. In the Bible, you will see His name written as “LORD” in all capital letters. We don’t try to pronounce His name out of reverence for His holiness and due to disagreement as to proper pronunciation. It is a matter of respect.
Mashiach is Messiah in Hebrew. “Christ” in the same word in Greek. It means, basically, “anointed one”.
Ruach or Ruach Hakodesh or Ruach HaQodesh is Spirit or Holy Spirit.
Yah is a shortened version of the name of G-d in the Bible. It is not written as “LORD” and we believe it is acceptable to use it.
Yeshua is Jesus’ Hebrew name. Jesus is Yeshua transliterated through Latin and Greek. Each language forced a change due to its own grammar rules.