Velanna doesn't look particularly bothered that the mages have her real name, while others seem to be giving out fake ones or none at all. Some of them might have heard of her, she was in the Hinterlands helping people before she rejoined the Wardens. She also has other reputations. Really anything they'd heard about her might help them be a little more helpful.

"I do wonder what you don't want her sniffing that you'd grasp at such ridiculous lies. You are in Ferelden, you know what mabari can do." And how smart they are. Even if she's not a native, Fereldens love their dogs.