I believe some of the examples of "whole sentences" used as names from the 1600s in England actually are found in anti-Puritan literature and probably were invented as ways to mock them and didn't really exist.
Obviously Hispanic culture has been willing to use certain names which even other
Roman Catholic cultures have avoided. But since the Puritans avoided naming sons
Michael,
Gabriel, and
Raphael because they thought it was wrong to name human children after angels, they certainly would have thought it wrong to name children
Jesus,
Trinity, or
Messiah.