I went with the name "Atlas". He was close to godhood, but eventually failed, now being a wanderer with all his sins weighing on his shoulders. Additionally, his attire reminds me of the Sky, which the Titan Atlas once held up. Atlas, once a godlike being, forced to lift the Sky on his shoulders. I see a striking resemblance, the Wanderer once almost achieving godhood, while now carrying his sins like the Titan did the Sky.