Henry
Autoexreginated
I am all for keeping the feel and accuracy of the culture, but you also need to remember the audience you are reaching. If you expect your audience to be linguophiles, then you are going down the right path.
If, however, you want your appeal as broad as possible, at least including an anglicized translation (Cairo, Gohar the Sicilian, etc.) is necessary. Including both forms, with the proper name first gives a nod to the culture first, and then provides an alternative that can keep a vague feel of the setting, and also be pronounceable to your predominantly English-speaking audience.
If, however, you want your appeal as broad as possible, at least including an anglicized translation (Cairo, Gohar the Sicilian, etc.) is necessary. Including both forms, with the proper name first gives a nod to the culture first, and then provides an alternative that can keep a vague feel of the setting, and also be pronounceable to your predominantly English-speaking audience.