When a new UFO is detected, the Geoscape overlay (Detection notification) just displays "UFO#", as well as the Recovery notification (with a blue icon)
Presumably, the UFO's name is #2294 "UFO", and the Recovery notification is #2753 "Recovered %s from the battlefield. UFO is being transported to %s". I'm not sure if this the same if you decide to sell the UFO; it should be #2756 "Recovered %s from the battlefield. UFO sold to nation %s, gained %i credits."

However, if you choose to transfer this new UFO to a yard (or from a yard to another), the Transport/Transfer notification (with a black icon) tells you its name!
Indeed, you get the #2745 "%s was transfered to %s" (e.g. "UFO - Gunboat was transfered to UFOYard01")
On this occasion, it looks like no test is done and hence, that #2294 "UFO" is never used as a name. The true names are always used. They can be found between #62 and #80.

'''Note:'''
On the first time you transport an unknown UFO to a yard, you get its name through the research proposal, anyways. I don't know if this should be corrected.
What I question here, is the fact that even if you postpone the research for month, you keep having anonymous Detect and Recovery notifications, while the Transfer notifications keep telling the real names. Quite illogical, isn't it?

'''Suggestion:'''
Add a test (?) and use #2294 instead of the #62-#80 real names as long as the UFO is not researched.
Of course, you know its name through the UFOpaedia entry and the research proposal, but it's only one line in the notification log.