We have a lot of fun at our house at naming time. Mostly because my husband would rather name everything stuff like: Fred & well... he once had a dog named Icky (yeesh). I like unique names & that drives him nuts because he can't remember them or pronounce them. So it's always an ordeal to pick out a name. That you found one you both like (YAY) is wonderful. Like the others have said, "Cosmo, COME" shouldn't be confusing to the pup. I've trained with a few Cosmo's & have not seen any problems with the name & any commands. It's a good name, has two syllables, good sound. Easy to remember. Easy to say.
PS... I love the little terrorists. I grew up with Dobermans & Cairn Terriers

They were awesome but we had some moments & would go to war in the blink of an eye. My dad holding me by the back of the pants while I had my Mother's prize male by the hind legs dragging him out of a hole in the dam of our lake as he was after a muskrat... O'Shea was as fine a dog as they come & he behaved like a champion should. His counterpart, my mother's other best male was McTavish & that dog got one end of a groundhog & O'Shea had the other end & both boys had a lady Cairn with each of them & the fur was flying. Thankfully the dogs were unharmed. The groundhog however looked like he'd been through a wood chipper. Mr. Groundhog did not ever come back to see the terrierist. The Cairns were terribly disappointed. I was a kid but Dad & I had a few gray-hair moments but I truly love terriers but they should all come with little leather jackets & the understanding that they are going to be naughty when they have their sights set on something.