The name will depend on either what I've called it in Photoshop (for instance, lakes panorama.pds or with jpg extension) or the name the progaram gives it. If, for example, I import photos directly into LR from an SD card, they'll come in under the name the camera gives them. If for instance I then export a series of photos directly (via "Edit In") to Photoshop, convert them to panorama, then save, LR will not recognise the subsequent file, no matter what I call it, or what extension it's under.
The thing that I find really weird is I can happily import photos from my Hard Drive that I've had on file for many years. I'm wondering now if I might be best to try & reinstall LR.