You need to select the "no name" check box or the road will remain unfinished (red) and probably will not make it to the map (we've found that some do, but most don't & it depends on how they are added to the map - paving vs drawing in the editor).

While asking for a road name would be nice, I see other issues. The way Waze does names, is that it uses the name of the next segment when giving turn instructions onto unnamed roads. This is used extensively on ramps and on divided highways (two one-way roads) where the cross streets have different names on opposites sides of the main road.