Men are sometimes named “Dolores,” too, at least in Mexico. If you name a child Dolores for the meaning - rather than because it was Grandma’s name - perhaps you’re acknowledging that she’s going to experience pain in life. I certainly have.
One of my great-aunts was named Delores. I’m not sure why: the family wasn’t Catholic. Perhaps someone my great-grandmother had known. Delores had a sister named Della-Lou.
It gets stranger. I was checking the etymology of Delores, and as I was suspecting, it is just a variant. However, some of the other variants were not suspected.
VARIANTS: Delora, Deloris, Dolores
DIMINUTIVES: Dollie, Dolly
OTHER LANGUAGES: Dolores, Lola, Lolita