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I'd say yes to the first. If the work uses a specific romanization style, then that's the one to default to when no canon romanization is given.
As for the second, I'd leave the hyphens. Removing the hyphen from a name is an Adaptation Name Change, not a transliteration. And until an English version comes out, we have to trope the French version, and that means using its names.
Regarding the second point, there are also nicknames. Some are easy to translate (Reine and Loup), while others seem to be a crude figure of speech that I'm not familiar with (Grosse Bite and Gros Seins). Should I translate them directly or leave them as is? The work has been translated into languages other than English, so I'm not sure about adhering to the French translation just because it's the only translation I understand.

I consume Korean media but don't understand the language myself. How do I write information that didn't make it to the English translation?
- One character's surname is revealed to be "강" (Gang or Kang) outside of the story proper. As far as I remember, all names in the official translation use "k" instead of "g", so is it safe to assume the same for this name?
- A two-season webcomic has its first season translated in English but not its second season. The second season is available in French, along with a subtitle. What do I do about the subtitle? The French translation also hyphenates the names while the English translation doesn't. Should I remove the hyphens from names of season two characters? (Edit: I also have a question about nicknames.)
Edited by k5972