Christopher wrote:

Actually, Jadzia did frown in puzzlement when Sisko called her "Dax" in "Through the Looking Glass." The intent, of course, was that she was surprised that Sisko was less violent than the man she'd known, but it could also be read as "What did he just call me?"
Jennifer later refers to her as Dax while speaking with Sisko, but maybe she picked that up from him.
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These were my assumptions, as well.