In the PRC, there is 《世界人名翻译大辞典》 (Names of the World's Peoples, first published 1993, revised edition 2007). This is published by Xinhua (and so fairly official), but I'm not sure if there's any mandate that writers must follow this text (though probably most state media writers do).
A 2018 article calls for greater standardization and laments:
the E-C translation and application of foreign names are mixed, non-standard, lack of content, lack of authority and so on. This causes many difficulties for translators and journalists when they use the foreign names.
- The 1993 edition (p. 2965) gives these transliterations for Wesley:
Wesley 韦斯利 【英】
Wesley Family (约翰 1703–91;查理 1707–88) 卫斯理兄弟（英）基督教卫斯理宗创始人。
I believe the above says that the "modern" prescribed transliteration for Wesley is 韦斯利. But for some older famous names (such as John and Charles Wesley) that were transcribed as 卫斯理, we should continue transcribing them as 卫斯理.
The modern official PRC preference seems to be for neutral phonetic transliterations (e.g. 韦斯利) rather than transliterations with positive connotations (e.g. 伟思礼 = "great thought courtesy/ritual") preferred by your Chinese sister (and probably most persons).
- For Alvin (1993, p. 71), we have simply this line:
Alvin 阿尔文【英】
- For Henry (1993, p. 1257):
Henry 亨利（西方男子教名，亦作姓用，源于古日耳曼语；它的拉丁语形式是 Henricus；德语形式是 Heinrich, Heinz, Heine；荷兰语形式是 Hendrik；法语形式是 Henri；意大利语形式是 Enrico；西班牙语形式是 Enrique；呢称 Hal。）
Henry（1512–80）恩里克（葡）国王、天主教教士。
Henry, Benjamin Couch（1850–1901）香便文（美）来华传教士。
Henry I（约1210–74）恩里克一世，又译亨利一世（西）纳瓦拉国王。
Henry I（1203–17）恩里克一世，又译亨利一世卡斯蒂利亚国王。
Henry II（1503–55）恩里克二世，又译亨利二世（西）纳瓦拉国王。
Henry, James McClure（1880–1958）香雅各（美）教士，曾在广州办学。
Note the 香 (hoeng¹ in Cantonese Jyutping) transliteration for the Henry last names of Benjamin Couch Henry and James McClure Henry (both lived and worked for some years in Cantonese-speaking regions).
