links to the previously existing website may not work.
College of Arms constraint is that the name you register needs to be a name that medieval Europeans could have read or heard. Ptolemaic Egyptian names are probably OK here. Names that were only recorded in, say, hieroglyphs or cuneiform are out.
From the commentary on Gaius Iulius Aiax on OSCAR (regsitered April 2009): "The Greek name <Αἶαξ> (transliterated <Aiax>) appears twice in the Lexicon of Greek Personal Names search at http://www.lgpn.ox.ac.uk/database/lgpn.php . Thus, it appears that the name was occasionally used by persons other than legendary characters. It would not be unusual for a man with the Greek name <Aiax> to use this name as a cognomen if he gained Roman citizenship."