It's not a bug.
How is it not a bug? If one of the first of its kind it was one of the initial goblins, so it shouldn't have a dwarven name. Goblins with dwarven names must have been born within a dwarf civilization, and no goblin should be one of the initial members of a dwarven civilization.
.
Like you know, when a site gets taken over by another civ (or is it only if a civ entirely takes over another civ. Don't remember exactly) some of the survivors end up becoming a part of the conquering civ and adopt their culture.
I am fairly certain that they also change their names when this happens instead of keeping their old names and naming their children after the new entity traditions. Atleast in the older versions I have seen many goblins with elven names and such even in relatively young worlds where they have been a part of the initially generated gobbos.
Not sure how this works in the current version though
Edit: I presume it is similar to how when a creature gains a name ie. from killing something the new name gets added retroactively to previous mentions of their name in the legends. I have to test it.
Edit: Okay, just checked the legends in the world I am currently using and found a human civilization with an elf lawgiver born in -140 but with a human name (Am, meaning hand). They seem to change their name the moment they enter a new entity.
On unrelated news, the same human civ worshiped a bumblebee god of torture and had a kobold (who'se goal was to become a legendary warrior) leading an victorious attack against elves.