Is Devereaux a tragedy?

My partner has fallen in love with the name Devereaux for our second boy and he refuses to entertain any other name. While I like how it sounds, I'm worried it might be too unusual and out there, especially considering we're not in France or the US (he's American and wants a "cowboy name") but still an English speaking country. Am I crazy in thinking that our son will be bullied with a name like that? Not to mention that I come from a non English speaking country and my family will not be able to pronounce it properly.