I don't see why there should be a "Bajoran" name for Terok Nor/DS9. It already had a name, why wouldn't the Bajoran use another? Even in the real world not all places get their own name in all languages.
That's not exactly true. Most geographical names are modified to accommodate each language's phonetics, otherwise a great many would be unpronounceable and sometimes the names are completely different.
Edit: Typo in my first message. Was meant to read "many places in real life"
A small selection of gerographical features that share their names in many/most (European) languages:
Brisbane, Sydney, The Great Barrier Reef, Long Island, New York, Boston, Washington (all Australian and American cities, landmarks and states really), Paris, Berlin, Hamburg, London, Copenhagen, America/Amerika, Canada/Kanada, Mexico/Mexiko, the Mississippi, the Colorado River, the Rocky Mountains, Africa/Afrika, Johannisburg, Nairobi, the Sahara Dessert, the River Nile, Lake Victoria (again most African countries/cities/landmarks)
Within the European languages "translating" names has fallen out of favour in the last centuries and only old cities/landmarks/countries have different names in them.
There is nothing that indicates that the Bajorans would need to invent their own name for Terok Nor DS9 instead of using the names as loan words.