HI Lioness!
There was a whole (very funny) thread on this by Moiraine a while back where everyone tried to guess the reason and Father Bronze came up with hilarious possibilities. I just can't recall the title of it! Z did answer the question near the end of the thread!
Cloudy
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Raindancer of the Laughing Hyenas Clan
CloudDragon of the OHF
Storm-Queen
Raven's Cloud
StormCloud of the Black Knight: Heart Mind Soul Forever
"To sleep, perchance to dream..."