Jesus followers did not use Roman names in Palestine. Richard Bauckham explains, "Few Palestinian Jews would have wanted a name that proclaimed allegiance to Rome" (Bauckham, "Paul and Other Jews with Latin names in the New Testament").
The Gospel of Mark uses Semitisms as well as Latinisms, so the author probably came from Palestine. If so, what non-Latin name did he use there? It may well have sounded similar to "Mark", since all but one of the non-Latin/Latin double names of the early Christians sound similar. Consider Saul/Paul, Silas/Silvanus, Joseph/Justus, Jesus/Justus, Luke/Lucius, Timothy/Titus, and perhaps Joanna/Junia. I suggest that the author of Mark's gospel was Matthew/Mark. Here is why:
1) About 55% of The Gospel of Matthew came from The Gospel of Mark. Matthew, the apostle, would not have needed to depend on The Gospel of Mark, so he cannot have been one of the compilers of The Gospel of Matthew. It is more likely that the compilers of The Gospel of Matthew credited Mark with the authorship, by using Mark's semitic name (Matthew). We know that they wanted to call Matthew by that name consistently, because they changed "Levi" to "Matthew" in the account of the calling of Levi (Matt 9:9–13; Mark 2:14–17; Luke 5:27–32). They confirmed the identification by calling Matthew a tax collector and by moving him next to his brother, James of Alphaeus (Matt 10:2–4). Acts 1:13 also puts Matthew next to James of Alphaeus.
2) We can now explain why Mark does not need to specify that Levi was Matthew. His intended audience may have already known his names, just as they seem to have already known Alexander and Rufus (Mark 15:13; Rom 16:21).
3) The Gospel of Mark was the first to be written (according to most synoptic problem experts), so the strong ancient tradition that Matthew wrote first confirms that Matthew was Mark.
4) The Gospel of Matthew and The Gospel of Luke make only very minor wording changes to the account of the calling of Levi found in The Gospel of Mark, suggesting that the compilers trusted that the author of The Gospel of Mark was well informed and/or they had no different source of information. It seems that they respected Mark/Matthew's account of his own calling.
5) The information in The Gospel of Mark tends to correspond with what we might expect Matthew, the tax collector of Capernaum, to have known without doing much research. Mark 1:1–11 is an introduction with an account of Jesus's association with John the Baptist, which may have been common knowledge, given the Baptist's fame. There is no birth narrative, no account of Jesus meeting Andrew and Peter where John was Baptizing, and no account of the calling of Philip and Nathanael at Bethsaida. Mark 1:12–13 is the briefest account of Jesus's temptations. Following the publicly available information of Mark 1:14–15, we have the calling of Simon, Andrew, James, and John, which happens by the lake, plausibly close to Matthew's tax booth, which was also beside the lake in or near Capernaum. The next pericope (Mark 1:21–28) takes place in the synagogue in Capernaum and Matthew may have been present. Mark 1:29 reads, "As soon as they left the synagogue, they entered the house of Simon and Andrew, with James and John." The third person verb here seems unnatural and surprised readers, for there is an early textual variant that makes it singular. It would be natural for an author to say "As soon as we left the synagogue, we entered... ". It seems to me that the author accompanied Jesus from the synagogue to the house of Simon and Andrew, and, wanting to avoid the first-person plural, censored himself and used the third-person plural. If so, the author was present for much or all of Mark 1:29–38. His tour of Galilee is summarized in just one verse (Mark 1:30), suggesting that the author was not yet a travelling companion of Jesus. The only incident that occurred during this tour is the story about the leper, which the author tells us become common knowledge (Mark 1:40–45). Mark 2:1 reads, "When he returned to Capernaum after some days, it was reported that he was at home". This verse seems to be written from the perspective of someone who was at Capernaum, who was waiting for Jesus to return, and who knew of only one home where Jesus had stayed. Matthew may have been one of the large crowd at the healing of the paralytic (Mark 2:2–12). Then we have the calling of Levi/Matthew at Mark 2:13–14, and this is where things change. Until this point the information could have been known by those in Capernaum who took an interest in Jesus. After the calling of Matthew, we read what appears to be insider information. There is a private meal at his house (Mark 2:13–17), and insider teachings with no mention of a crowd (Mark 2:18–22). In Mark 2:23–28 Jesus was with this disciples in the grainfields and again crowds are not mentioned, so that author may have been one of the disciples. At the end of another synagogue incident we are told that "The Pharisees when out and immediately conspired with the Herodians against him, how to destroy him (Mark 3:1–6). How did the author know about this conspiracy? Levi/Matthew worked for Herod Antipas, so his contacts could have informed him. The public preaching at Mark 3:7–12 has insider information at 3:9 about arranging a boat. The calling of the twelve (Mark 3:13–19) happens on a mountain and it seems that only Jesus and the twelve are present. The manuscripts are evenly divided about whether we should read, "Then he went home" or "Then they went home". The plural is more likely because 1:29 demonstrates the tendency to change manuscripts from the plural to the singular. In any case, these words seem to come from someone whose home was in Capernaum. In summary, the author was likely a resident of Capernaum who was an interested outsider before the calling of Levi, and an insider thereafter. Mark 6:6–13 reports instructions given only to the twelve. The twelve are sent out and return at Mark 6:30. The author reports no information about about Jesus during the mission of the twelve, so it is likely that the author was one of the twelve. The intervening verses (Mark 6:14–29) give information that Levi could have learned from his Herodian contacts (about Herod's killing of John the Baptist).
6) The Gospel of Mark is less critical of tax collectors and of Herod Antipas than Matthew's gospel. Luke's gospel seems to be intermediate.
7) Richard Bauckham has shown that those associated with the administration of the Herods often had Latin names and connections to Rome. Matthew, the former collaborator, who had worked for Herod, might well have fled to Rome to escape from the sicarii. Herodion (Rom 16:11) might be a similar refugee. The Gospel of Mark seems to have been written from Rome.
Possible objections:
1) "Isn't John/Mark the author?" It is unlikely that John/Mark was the author of The Gospel of Mark, because he was probably the author of The Gospel of John. See Pierson Parker "John and John Mark" JBL (1960), and Dean Furlong, The Identity of John the Evangelist.
2) "But why is there is no document that explicitly says that Matthew was Mark?" Those who had two names were often split into two people by later tradition. Consider Cephas/Peter, Silas/Silvanus, Titus/Timothy, and Levi/Matthew himself. Similarly two people with the same name were often conflated. Consider the Marys, Philips, Johns, Jameses, and Clements, among others.
In summary, The Gospel of Mark is the most "Matthaean" gospel. Its author, Mark, was likely Matthew, the former tax collector.