Currently, we allow implementations to provide their own names for characters, but provide no guidance for them. There are two plausible sources: the names in the Unicode Standard, and the entity names specified by W3C for use in HTML, MathML, and other markup standards (ultimately derived from ISO SGML character entity sets).
The Unicode names are in all upper case and contain significant spaces and apostrophes as name characters, which would require some mapping to make valid Scheme identifiers. The W3C name list is incomplete though fairly large (currently 2237 names), covering mainly the Greek and Cyrillic scripts and non-ASCII punctuation and symbols. It distinguishes between iota (small) and Iota (capital).