Is it any stranger than someone looking for something in the dictionary and finding a name for a critter that didn't exist yet? I have a gray stud pony, and while looking for something I saw 'Galena' (a gray mineral, principle ore in lead). I told myself that if I ever got a gray filly by that stud, she would be named Galena. She was born a few months later... Several of my critters went nameless for a few months until I found the name that seemed right. (Though my kids named a cat, a pony, and a dog all 'Blackie', and we had them all at the same time. We changed a few of the names...)
When I think of Indy, I think of car races. And with this being a sole survivor, I think I would be thinking along the lines of a name to do with winning... Or maybe something like Indi-glo?