My understanding is that the N.T. was indeed originally written in Greek, and the name of the Master in Greek is recorded as Ἰησοῦς. If we used English letters to spell that out, it would look like this: Iesous. If we were to say this out loud, it would sound like this: YAY soos. Greek believers use this same name today.
There is no letter in the Greek alphabet that corresponds to our English letter "J" (see https://www.ibiblio.org/koine/greek/lessons/alphabet.html ), so it is impossible for the "Biblical" name of the Master to be "Jesus". However, that is the label millions of English-speaking individuals use for Him. Likewise, it is equally impossible to find the written name "Yeshua" in the N.T. since there is no "sh" sound in Greek.
Historical evidence shows that first-century Jews often spoke Hebrew, Aramaic, and Greek (as a trade or "business" language), and Jews often had both a Hebrew/Aramaic name as well as a Greek name. Paul is a perfect example. His Greek name was Paul, and his Hebrew name was Saul (Acts 13:9). The Greek scriptures attempt to record Hebrew names as closely as possible, but there is no "sh" sound in Greek, so the common Hebrew name "Shaul" is transliterated into the Greek "Saulos".
We believe it was so with the Master as well. Although the Greek records His name as "Iesous", the closest Hebrew name that fits with the message of the angel that spoke to Joseph (Matthew 1:21) is, indeed, Yeshua (He will save).
We are unaware of any reason why calling the Master by His Hebrew name would be wrong.
I'll also share one of my articles related to your question, and I pray you will be blessed by it: Not Every Knee Will Bow at the Name of Jesus.
