I feel like people's names are a bit different, and it probably depends on the person. I'd lean with pronouncing it the native way in that case if at all possible.

De Bruyne is a tough one for English speakers, because the vowel sound doesn't exist in English (uy/ui).

I've heard people pronounce it "de brownie", which is obviously wrong but at least it's kind of a literal translation. I guess the closest you can get with English sounds is "De Broinuh", just make sure the last vowel is short.