In the EU version of the Link to the Past + Four Swords on the GBA, you can't name yourself GOD. But it's not because of a name filter. The game doesn't have one at all.
Instead, it's because of a checksum function to verify the integrity of save files. It uses faulty programming math that causes very specific scenarios where it will decide a save file is corrupted when it isn't. One of these specific scenarios is a save file with 0% progress named GOD, causing it to deem the file corrupt before it's even created.