Cant get the nickname

Hi dear community, Happy New Year to all of You and your family :)

My question is pretty simple, I cant get the name I want for my alt. I asked few times from a Game Masters, and got a weird reply: There's nothing we can do about it. So I just want to understand why is that so. The name doesnt break any rules nor contains any explicit words; I check an armory and it showed zero results (even now with the showing of all the characters below the level 10) . I tried to add it in game on both factions and it said that it doesnt exist.
I dont want to mention the name here to public as I dont want it to be taken. Hope you can help me resolving this issue.
Thanks in advance. <3

(WOTLK servers)

Have you tried adding it as a friend in-game and seeing if it exists?