Neither do i found any texts concerning that one. I am sure that they (atleast Melkor) had a own name among dwarves. Maybe Sauron was simply called The Nameless which is the name people who dont want to call his name are using.
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I am Tulkas the Valiant who laughs ever in the face of Good or Evil.
The language of the Dwarves is a secret one and so not much is known about it save for the few words or phrases that Gimli shows us in tLotR. There is nothing said of names for either Melkor or Sauron in this language. Though some must have existed, they are not told to us.
Well didn't they call Sauron 'The Nameless one' or the Necormancer when they did not know it was actually Sauron in Dol-guldur? Perhaps they called Melkor something similar to.
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Utúlie'n aurë! Aiya Eldalië ar Atanatári, utúlie'n aurë! Auta i lómë! Aurë entuluva!
Those names are not in dwarvish though. They may have used 'The nameless one' and 'Necromancer' to describe Sauron but the names in the dwarvish language for Sauron and Melkor we do not know.
I couldn't find any reference to Sauron in the Dwarvish tongue. The best I could do is extrapolate on what is known. If they were to actually name Sauron, the Dark Lord; in their tongue it would be Naruzbad or Narzabad or Narzbad, although the first name would be most likely given what little is available about Khuzdul.
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Therefore I say that we will go on, and this doom I add: the deeds that we shall do shall be the matter of song until the last days of Arda
Sorry to go sa far of topic but I have to remark about a Dwarf named Gil-Galad with an Orc avatar. Too funny. I hope you get approved for Slaves of Udun.
As for the Dwarven name of Sauron, I did the translation of Dark Lord, but I honestly think the Dwarves would have chosen a different name. Something more along the lines of Cave Destroyer or Lord of the Fire Mansion. Or maybe even simpler than that since they called Gandalf, Staff Man. Ring Man, maybe?
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Therefore I say that we will go on, and this doom I add: the deeds that we shall do shall be the matter of song until the last days of Arda
