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The Sword Coast Adventurer's Guide uses the term "Waterdhavian" throughout, suggesting an etymology for "deep" here that is different than simply the English word deep, but this is never addressed in that supplement.

Is the origin of the name "Waterdeep" explained in-universe in some Forgotten Realms content (game books or novels) to justify the construction "Waterdhavian"?

I suspect that out-of-game it's that the designers wanted to avoid the silly-sounding "Waterdeeper", though I doubt they'd admit that on record, and I'm curious if there's an in-world explanation.

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It is explained by in-universe etymology

Candlekeep.com's Forgotten Realms FAQ quotes Ed Greenwood, creator of the Forgotten Realms, as saying:

"ahaeva" in Auld Common (early human trade tongue) meant 'I am from' or 'I make my home at' or even 'I make my home here/this is my home'...thus, a person from Waterdeep (an early trademoot of the North, remember), is a "Waterdhavian." Clumsy, but better than "Waterdeepian." (4.23. "What's a Waterdhavian?")

Thus, it is clear that the in-universe reason is because, in Auld common, the suffix "-ahaeva" meant "I am from" and thus made a lot of sense to append to a demonym1. And the in-universe (and likely out-of-universe) reason that they choose this particular suffix is because "Waterdeepian" sounded bad.

Interestingly, as pointed out by @ZwiQ's answer, the 2e sourcebook Forgotten Realms Adventures lists another city as having the same demonym suffix.

Westgate: Westhavian or Westar (either is correct). (FRA 73)

1 - Thanks @SevenSidedDie for teaching me a new word today!

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    \$\begingroup\$ I fixed the spelling on "demonym" and linked the Wikipedia page for it since it's kind of obscure. Cool word. Too bad the correct spelling makes it look like a name for demons. \$\endgroup\$
    – Bloodcinder
    Aug 16, 2018 at 13:41
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The 2e sourcebook Forgotten Realms Adventures (FRA) gives a list of adjectives used for the citizens of 27 cities/regions of the Heartlands (page 73). It seems like Ed Greenwood has chosen various different adjectives (sometimes more than one per location) for flavor. Quoting an example:

It can be both cumbersome and confusing, in play, to refer over and over to the people of Calimshan rather than employing the common Realms term Calishite. (It is also important to know that Calishite is acceptable, but Calimite is, for some reason, a deadly insult.)

Among the 27 locations for which FRA lists adjectives, there is another city, Westgate, whose citizens can be named with the suffix "-havian", showing that the suffix is not unique to Waterdeep:

Westgate: Westhavian or Westar (either is correct).

In a discussion on Candlekeep forums from June 2004, Ed Greenwood is reported to have noted that "-ahave" is a suffix that meant "I am from".

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    \$\begingroup\$ This answer has at least a couple issues. 1) It does not appear to actually answer the question of why it is named such though it seems to be a fine start to an answer. 2) It does not seem to have proper sourcing for the one part that comes closest to answering the question. Wait until you have the proper sources and then answer. It is not a race. \$\endgroup\$
    – Rubiksmoose
    Aug 16, 2018 at 1:32
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    \$\begingroup\$ NB the precise term for an adjective denoting the residency/citizenry/origin of a person is “demonym”, which is distinct from the adjectival form of a place (as used for things originating there). \$\endgroup\$
    – SevenSidedDie
    Aug 16, 2018 at 1:32
  • \$\begingroup\$ @SevenSidedDie: Thanks. I would like to improve the answer, but FRA and various other sources use some of these words both for citizens and goods alike. For example "Waterdhavian ship", "Waterdhavian wine", "Waterdhavian cheese", "Waterdhavian holiday", "Waterdhavian campaign", are the examples from the City of Splendors boxed set. By the way, please feel comfortable to improve the text as you like. \$\endgroup\$
    – ZwiQ
    Aug 16, 2018 at 5:23
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    \$\begingroup\$ Yep, demonyns matching the adjectival form of the location happens in the real world too. The rule is it’s called a “demonym” when it’s about people. \$\endgroup\$
    – SevenSidedDie
    Aug 16, 2018 at 5:29
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I don't know if there's a lore-based explanation or an official statement about this, but I decided to take a look at the names for people coming from real countries. Another interesting, more compartmentalized list can be found here.

Searching this list for "*ians" yields a few interesting results, which don't only include obvious origins such as Austria -> Austrians. The second list actually even has a section that lists countries whose inhabitants are called something that ends on "-vian".

Take a look at these (all taken from the second list):

  • Oamaru → Oamaruvian, why not Oamaru?
  • Oslo → Oslovian, why not Oslonian?
  • Peru → Peruvian, why not Peruer? Or Peruist?
  • Warsaw → Warsovian, why not Warsawer?
  • Waterloo → Waterluvian, why not Waterlooer? (this is actually pretty close to Waterdhavian)
  • Wythenshawe → Wythenshavian, why not Wythenshawer?

I could start listing examples from the first list, but there are just too many examples.

I think in the end, simply those demonyms survived that sounded best. I'm guessing it's the same with "Waterdhavians" - "Waterdeepers", "Waterdeeps", "Waterdeepite" or "Waterdeepard" just sound dumb.
"Waterdeepans" or "Waterdeepians" would have been somewhat ok, but it doesn't sound as fancy.
And let's be honest - if you have to come up with names for badass fantasy cities, you're gonna go for something fancy.

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    \$\begingroup\$ Oh, interesting. All of the places you've listed either have terminal labial consonants -- i.e., consonant sounds formed by action of the lips (like "w") -- or terminal rounded vowels (u and o) also formed via the lips. And all of them have "-vian" demonyms, where the demonymic form starts with v, a labiodental formed with the lips. Maybe that's a clue? If not, it's quite a coincidence. \$\endgroup\$
    – screamline
    Aug 15, 2018 at 21:11
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    \$\begingroup\$ Note that some of those are vastly different in their original language too. Peruvian are actually called "Peruanos" both in spanish and portuguese. \$\endgroup\$
    – ShadowKras
    Aug 15, 2018 at 21:22
  • \$\begingroup\$ well, “Waterdhavian“ is English as well, though, not waterdhavian/waterdhavish/... itself. \$\endgroup\$
    – PixelMaster
    Aug 15, 2018 at 21:36
  • \$\begingroup\$ @Korvin Jokes like that super don’t fly here. \$\endgroup\$
    – SevenSidedDie
    Aug 15, 2018 at 22:29
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    \$\begingroup\$ Does any of this come from lore or designers as the question asks? This reads essentially like pure speculation on your part. \$\endgroup\$
    – Rubiksmoose
    Aug 16, 2018 at 1:25

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