Is there an explanation anywhere of why the Borg have come to call themselves "the Borg", in-universe?
Note : I am not asking about the origins of the Borg collective itself — only how they arrived at their name.
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Bear in mind that this explanation only is true depending on which origin story is true, and there may be more than one origin, and this is only sort-of canon.
In "Lost Souls", the NX-02 was stranded on a planet in the Delta quadrant, encountered a rouge Caeliar, who formed a hive mind due to their desperate situation. One of the people assimilated resisted, with his last thoughts being "I won't be...won't become...a...cy" with Borg being the next phrase in his mind, as he joined the collective. This was one of the beginnings of the Borg, and how they got their name.
The Borg name issue is controversial at least. I find it quite odd for a species like this to choose a name (and not just a number like "species 1" unless they keep numbering only for inferior species) given the fact that in numerous occasions, drones had hard time to understand the need for a designation of that type. It is even more strange they would use a word that make sense only for humans assuming that borg comes from cyborg (see the story of Caeliar). One would expect for them to drop that name when the collective evolved. I will speculate here but the name Borg is not actually a name per se but what the collective projects just for the opponent to understand their nature (in some episodes the drone says "we are borg" and not "we are the Borg").