Were Donna and blitzen actually called dunder and blixem?

Yes, originally, the names of Santa's reindeer in the 1823 poem "A Visit from St. Nicholas" included "Dunder" and "Blixem." These names are derived from Dutch Words meaning "thunder" and "lightning." Over time, they were anglicized to "Donner" and "Blitzen," which are the names most commonly recognized today.