Konan used The name Nagato for The first time is Chapter 436.
I don't remember all The situations, But couldn't there be a situation which she could call him by his name Nagato? I find it hard to believe.
Did you notice how God realm gave orders to Attack Konoha? if all bodies are controlled by Nagato ,then why God Realm must give orders?
What I am trying to say is... Who told us The God Realm is another body?
It could be Yahiko for real, only he sees The old Yahiko as "Dead" and now he goes by The name Pain.