Hello Anne,
Etsy does in fact change your file name, But that makes no difference (:
You see your image will be " Seen" by Google and other search engines who recognize images.
Let me explain in more detail ~
Google now can " see " Images, if you perform a Google image search you can now drag an image into the search and Google will find every identical or similar image listed on the net.
Your goal is to ":Train" Google what your item is by use of file names, ALT text and Titles.
Don't worry about ETSY changing your file name, concentrate on posting that same image of your products across the web to train Google that your product is more relevant to your keywords, The more you do, the better your saturation will be. You are a spider building a web, each time your put your product image out on the net with the right keywords, you are building a bigger net to catch potential customers, if your product's web is bigger then similar products, you will show up first !
Make sure to name your images of your products with the exact Title you are using on ETSY ( try to make it have keywords ) now even though your image file name has been changes on ETSY, when you post that same image all over the internet on social media sites and blogs, classified ad's etc... Google will then understand that the image is relevant to that title.
The Title of your products is what gets listed on ETSY ~ but you can not depend on only marketing on ETSY to make good profits.
The goal you want to reach is to have the exact image loaded across the board for your keywords. ( the title) you want to use underscores to name your jpeg like: This_is_an_example.jpeg so the Title would be " This Is An Example
(~Note the caps on the Title and not the file name)
Every time you post your image of your product on blogs and pintrest and everywhere else, it will get loaded on the Google search engines results for the title.
(: