I think this is a logical fallacy of "Absence of proof is proof of absence." It is entirely possible that plenty of people called Jesus Immanuel and there is just no written record of it.
Ah yes that silly argument. The reverse is not true. The absence of evidence is not evidence of anything. To think it is, is the height of ridiculousness.
Using your argument people could have called him Biff Rocco too. Or how about Muhammad? There is no evidence but it is entirely possible.
Facts don't lie or have an agenda. Facts are just facts
"God did it" is not an argument. It is an excuse for intellectual laziness.