How old was your save file? I think at some point during dev, there was an issue with the naming for the frostwyrm, so a version upgrader was put in place that also reset the name. This was months, maybe a year or so, ago though, so I don't think it is a recent problem. If not, then I will try to look further into it.
There is also a condition were the name will always display as "Frostwyrm" if the frostwyrm ever becomes hostile or not non-hostile enough (though if you've gotten to the part where you are able to name her, then that should be non-hostile enough).