I'm Russian and I have to live with three similar names: my real one written in Cyrillic, the stupid transliteration into Latin I have in my international passp

I'm Russian and I have to live with three similar names: my real one written in Cyrillic, the stupid transliteration into Latin I have in my international passport (and by extension everywhere I show it abroad), and Gregory when I introduce myself to someone who doesn't speak Russian. Will a bank in a country that doesn't use the Cyrillic alphabet agree to write my name in Cyrillic? I'm 99% sure no. So, organizations fully supporting the writing system of the country in which they operate is a reasonable expectation. But I never expect anyone abroad to agree to write my name in an alphabet they can't even read. Tangentially, Turkey renamed itself in English into "Türkiye". This suffers from the same issue — there is no letter ü in English. No one knows how to spell that. So it's no surprise the new name didn't stick.