Yes. What is the current explanation why Nightcrawler is called Kurt Wagner? To sum up the strip and what else we know:
Mystique aka Raven Darkhölme was married to one Christian Baron (or Count) Wagner. Her blue-skinned son was fathered by Azazel, and Mystique murdered Christian before she gave birth to the future X-Man. She then threw the baby off a cliff, and later he was found by Margali Szardos, who as far as I am aware had no connection to the Wagner family or Mystique. So why did she call the boy Kurt Wagner and not give him a name more in tune with the naming traditions of her own family.
Additional question: Didn't Claremont write a story which revealed (retconned) that Jimaine Szardos (aka Amanda Sefton) was Margali's adoptive daughter? Bearing that in mind, doesn't it even make less sense that Kurt's surname always has been Wagner and not Szardos?
As far as we know, Amanda is her bio daughter.
The most obvious answer is that Margali knew. She also had a fling with Azazel around this same time, so they all ran in the same circle.