I'm getting muddled in my own head trying to think about this, but when you're narrating in third person, you generally use "he" or "she" in combination with the person's name, regardless of whether you are in their head or not. Otherwise, as some other brilliant person on this list said, you're going to throw your readers out of the story, or manage to fall into second or first person narration. In either of those cases, your narrative voice becomes inconsistent, which you don't want.

Does that make any sense?