August
King of Smols
I'm not sure Z names exist in japanese? Or at the very least I can't think of any
Rokurou (From Japanese 六 meaning "six" and 郎 meaning "son". )
Shinobu (From Japanese 忍 meaning "endurance", as well as other kanji or kanji combinations having the same pronunciation.)
Noboru (From Japanese 登 meaning "rise, ascend" or other kanji pronounced in the same way.)
Edit: All of these are first names~
There are, but not much. I think any letter that isn't an L has at least one Japanese name.
Maybe P too, I don't think I saw any P characters in the Hiragana alphabet. Might be a kanji symbol for it, or katakana . . .