I've learnt that if there is only one thing it comes with a "the". e.g. the sun. There is only one "HMS Victory" so it comes with a "the".
HMS means "Her Majesty's ship", I think it is a mistake to add "the" when naming the ship.
I agree with Jean-Louis- there's no need for "the".
I am a secondary boy
If I could name the ship it would be name the Hell Maker Ship or The Hell Maker Ship