Short answers, pulled from the story.
The earliest known name for the site of modern Istanbul was Lygos. Pliny the Elder recorded this designation in his writings, though the origin and meaning remain unknown to historians today.
Greek colonists from Megara arrived in 667 BC to establish Byzantion as a formal city. Ancient legend identifies Byzas as the legendary king who led these Megarean colonists and founded the settlement.
Constantine the Great transformed the city into the new eastern capital of the Roman Empire on the 11th of May 330. He undertook a major construction project that rebuilt the city on a monumental scale partly modeled after Rome.
After the Ottoman conquest of 1453, Kostantiniyye emerged as the most formal official name in Ottoman Turkish. It remained in use throughout most of the time up to the fall of the Empire in 1922.
Turkey changed its alphabet from Arabic to Latin script in 1928 which altered how names appeared in writing. Beginning in 1930 the country officially requested that other nations use Turkish names for Turkish cities instead of older transliterations.