Unlike today, the everyone already knew the Fathers name.
Deuteronomy 32: 6 Is this the way that you should treat Jehovah, O foolish and unwise people? Is he not your Father who caused your existence, The One who made you and firmly established you?
There was no question who the Father is or what his name is. So, the "Our Father in heaven, hallowed be thy name" was about Jehovah.
On a side note at Romans 10:13 Paul quoted the prophet Joel who was also referring to the name of Jehovah.
Joel 2:32 And everyone who calls on the name of Jehovah will be saved;...
Romans 10:13 for, Whosoever shall call upon the name of the Lord shall be saved."