Hazrat Umar On Naming A Child Dhu Al-Qarnayn
Hadith are reports of people regarding the dealings of Prophet Muhammad SAW. I am not aware of any event of Umar RA of the kind you mentioned in your question. However, Dhu al-Qarnayn means the “one with two horns” so it is probably not a suitable name for human beings. With that understanding, I would not be surprised if Umar advised someone against naming a child like so.