My auntie disliked both my kids names! She does not feel like that about the kids! I think one relative even wanted to 'do something about that name' but that is, perhaps, older generation people, they may just feel they have the right to comment in a way younger people would not!
I think it is all talk but still very hurtful. It is also sad your dh either doesn't see how upsetting this is for you or does not quite know how to tell his mum what he thinks. Maybe she has used these tactics before, successfully, in the family.
IMHO this is what I would do if I were in your boat (and congratulations because having a new baby on the way is wonderful).
Talk to your dh, it sounds like you are cross at his inability (or unwillingness) to stand up to his mum and support you. Talk to your dh to make sure you are both on the same page about this and then when you next see her just say in a very nice way that we are going to name baby XYZ (if it were me I would also say and we you hope she will be happy etc). Because sometimes people can drive a wedge between couples and it is nice to reinforce that you as a couple have made this decision.
If she mentions bond again I would go with a jokey, "We know you are only joking, no one would really try and persuade their son and daughter in law with these kind of tactics. (and as someone else said "We want you to be the grandma, we don't want your money." Then I would add "If you would like to give your new granddaughter some money we would love it but she won't be able to access it unless you open an account in her name."
If she says she will call baby 'You' then I would smile and say baby won't know what she is being called at first, but of course once she does know what people are saying she would be very unsettled by someone using another name for her. So of course you know your mother in law will want to make a good connection to her new grandchild right from the start.
If this tactic doesn't work I would simply ignore her. But personally I would rather build bridges than fences and I think once baby is here she will melt and if she does not then I guess she will damage not only her relationship with her new grandchild but also with her son.
I think once she sees you are set she will back down.
Good luck.
Please do let us know how it all works out! 