While Daniel knows his name, if you asked him what his name is...you'll get a long pause. I'm not sure why he doesn't say his name. It might be part of the speech delay but I don't think so. I think he just doesn't know HOW to say his name. After thinking on it for a bit I decided to just teach him.
I wasn't sure how to do it but the answer came very quickly with the help of one of his trains. Of course Daniel knows ALL the names of the trains so I used one as an example as you can see in the video. He seemed to catch on to the idea quickly and now he can say his name.