You won't hear people here in Scotland calling it Saint Kilda. The origins of the name are murky. The dutch name is one of a few. No one really knows as there are very few written records. But the litmus test for me is what the locals call it.
And in Melbourne I've never heard anyone call it Saint Kilda Road for example. Nick Riewoldt fought for years to get his name pronounced correctly and eventually most got it right. And the AFL recently had a video feature on the correct pronunciation of a number of player's names.
That is me over and out on the matter. Won't be replying.
Spot on, its pronounced just like this news reader pronounces it.