Proserpine (Persephone to the Greeks)
This is my number one: She inhabits the underworld which fits a body so deep in the dark. Proserpine was stolen into the underworld and there is some thought that Planet Nine was kicked into the outer solar system early in its formation. She is often associated with the coming forth and withdrawal of seasons which has a nice symmetry with Planet Nine’s supposed highly eccentric orbit. And it would be a nice nod to poor Pluto, husband to Proserpine. Downside: kind of a ugly name.