Yeshua is Jesus' name in Hebrew. If we say God's son's name in English, then why don't we say God's name JEHOVAH in English? The same is true of other Hebrew names in the Bible. For the most part we also say those in English.
Matthew (ESV) 13 “Enter by the narrow gate. For the gate is wide and the way is easy[a] that leads to destruction, and those who enter by it are many. 14 For the gate is narrow and the way is hard that leads to life, and those who find it are few.