Why not call all of it Western saxony (wessex) or New Saxony?
Because Wessex would be confusing to add considering it was a region inside of England, as well as there were other places called Essex, Sussex, and Middlesex which denote East West and South, it would add confusion
Kinda pisses me off that there were mutliple Germanic people migrated in England, so making a name that would unite all of their identit into one region is very irritating and tricky
The best option is that we prevent Cnuts Invasion or we keep England balkanized, sooner or later, the Saxons might denote there region which would be most likely be Middle and Southeast England as Saxland
Sooner or later the Angles and Saxons will conquer each other into one nation, which would then combine England and Saxland, the best name I can think right now is Anglo-Saxony, which I do sort of like, but it sounds very stupid