Korean names are rendered in Chinese subtitles using the original hanja read in Mandarin, not phonetically.
吴 (Wú) corresponds to Korean Oh (오), one of the most common Korean surnames.
东玖 (Dōngjiǔ) is the given-name pair:
东 ('east') and
玖 (a stone resembling jade) are both standard Sinosphere name characters. The pinyin reading shown reflects the Chinese subtitle reading; the Korean reading would be Oh Dong-gu.
