User blog comment:Caporai/Aghanim, the Gatekeeper of the Void/@comment-4885874-20120807135135/@comment-3286233-20120807214444

Calypso is just an alias that he chosed. he discarded his real name for a reason.

Beside, this is a world of fantasy where name doesn't have to be in specific gender.

I took that name due to it sounded "apocalyptic" and based of the character from Twisted Metal where a guy name Calypso grants one wish to the winner, only it tends to backfire the winner. :)