Naming it without a problem later
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The cheapest time to discover a name is taken is before the label is printed and the domain is bought.
Search before you print
Check the federal trademark register, check state registers, and search the category the way a customer would. Hot sauce is a crowded category with a long history of clever names, and the good ones are largely gone.
Check the domain and the social handles at the same time, because a name you can register and cannot be found under is only half a name.
What a trademark protects
A trademark protects a name used in commerce for particular goods. Registering gives you a stronger position than not registering, and using a name first in a territory carries weight even without registration.
It does not protect a recipe, a flavor or a bottle shape. Those are different kinds of protection, and for most small producers the answer is that the recipe is protected by nobody else knowing it.
Registration is a process with fees and a wait. Whether it is worth it early depends on whether you intend to build a brand or to sell a sauce, and those are different businesses.
Descriptive names are weak names
A name that merely describes the product is hard to protect and easy for others to approach. Distinctive or arbitrary names are stronger legally and usually better commercially.
Avoid names that claim a geographic origin you do not have, and avoid anything that implies an endorsement or a variety you do not use. Those are misbranding questions as well as trademark ones.
Practical checks
Say it out loud, spell it to someone over a market stall, and see whether they find it afterwards. A name that needs spelling twice costs you sales quietly for years.
And check it is not already a sauce someone loves. Being the second sauce with a name is worse than being the first with a duller one.