okay so early on in my IY fanfiction writing days i bought the IY profile book, it's rather awesome and very canon for stuff, A-Un, is how RT has it spelled, but it doesn't say who named him.
Inuyasha Wiki, which is maintained by fan's so it could be wrong:
inuyasha.wikia.com/wiki/Ah-Un says, "Ah-Un (??) is Sesshomaru's beast of burden. He is one of the only two y?kai in the series who is explicitly stated to be a herbivore. Despite traveling with Sesshomaru for centuries, he has no name until Rin gives him one, calling the right head "Ah" and the left head "Un". It is undecided whether their name can be translated into anything applicable to their character, but the pronunciation a-un is used to describe a sound influential in many Indian religions "indicating an inherently harmonious relationship or non-verbal communication." (
en.wikipedia.org/wiki/A-un). Also, a-un is a term typically used to identify the 'one open mouth and one closed mouth' komainu statue sets normally seen near or in shrines."