Melkor - "he who arises in might". In the Silmarillion glossary: "mel" love + "kor" unlisted, most similar to "kal" shine,
"kano" commander? Good thing the text translates it for us! Such translations are listed first.
Belegur - Sindarin for Melkor, later used only in the changed form Belegurth for Great Death. "beleg" mighty.
Morgoth - black enemy. In the Silmarillion glossary: "mor" dark + "goth" is unlisted. Maybe it could be from "gor"
horror, dread, or "gurth" death, or "gwath" shadow. Dark horror?
Bauglir - "the constrainer". I can't even hazard a guess of origin from the Silmarillion glossary.
Melko - used in older books such as Book of Lost Tales, not in the Silmarillion .