The name TXT_KEY_UNIT_NAME is stored in the unit info file (CIV4UnitInfos.xml). In its XML data at the entry like this:
<Description>TXT_KEY_UNIT_NAME</Description>
This, and various other TXT_KEY_ tags are references to names which are stored elsewhere (to allow the unit to be named differently in different languages - i.e. Worker isn't a word in German, so they change it to the German equivalent if you play the German version of the game)
The actual name is stored in the CIV4GameTextInfos_Objects.xml file (or the Warlords / BTS equivalent).
In your case, no such entry has been made so the game, lacking a name, uses the reference as name.
You should add an entry to the CIV4GameTextInfos_Objects.xml file (or the Warlords / BTS equivalent) file.
The entry looks like this:
<TEXT>
<Tag>TXT_KEY_UNIT_NAME</Tag>
<English>Name</English>
</TEXT>
If you also want to enter other languages (most people don't), you can do so as well and the file shows relatively clearly how to do it (although you will need to add things like plural values and gender because thats important in some languages but not in english).
Good Luck!