I can’t offer a cite for this, just a memory that young Allen Konigsberg was called
“Woody” by the kids in his Brooklyn neighborhood because he was always playing stickball.
Also, when U2 was first touring in the U.S., they appeared on the radio show “Rockline,” and I recall the band laughingly saying that not only did David Evans use the name The Edge full time, the band addressed his mother (who was their first business manager) as “Mrs. Edge.”
Among celebs who go by their “real” names in private life…
John Denver was known as “Dutch” to all his friends, because his real last name was Deutschendorf.
Iggy Pop (ne James Osterberg) is still “Jim” to friends like David Bowie.
Rodney Dangerfield’s real name was Jacob Roy Cohen and he had performed as “Jack Roy” for many years before he became successful using his famous alias. He was still “Jack” to family and old friends.
It seems to me that he uses both names professionally and personally in a rather haphazard fashion. There is a deed poll reflecting an official name change, but it seems to me that he still regards Reginald Dwight as being his “real” name.
Story: my dad worked as an usher at CBS during the 50’s in LA, when he was a teenager. His running buddy was fellow usher Bert Convy (Wikipedia link). Dad got bottles of booze from Jack Benny and cards from other celebrities - which he promptly threw away, to his longstanding regret.
One night during a live TV broadcast staring Lauren Bacall - I think it was Blithe Spirit? - the backstage phone rang. Dad answered and Bogie’s clearly-recognizable voice says “yeah - is Betty there?” Dad just about freaked but got Ms. Bogart on the phone when he could…