I've had some people address a similar concern to me over my own OC. I've used K-Star as an in-story nickname for her for a long time, and on most forums my s/n is K-Star (I chose to use her nickname as a s/n). Then some friends pointed out that K-Star really sounds more like a screenname than a nickname, and that no one would take my character seriously or would assume she was a self-insert if I continued to use it. From that point on, I've been calling her Katina (and also using different screennames, like ProudNerd or Klopford.)
Mm, that may get confusing using the character's name as a screen name. I don't do that, just Overlord Jai for me. On the other hand for her though Jae is just the short version to her full name, plus a last name. I just go by Jai. There's actually a bit of a story behind why the names are kinda shared, and it's hard to think of her with any other nickname than Jae; it seems to make her character for some reason. Buuut, at the same time I don't want to confuse people either. Too bad it's a confusing subject.