Why is Húnán pronounced with an F?
It's topolect.

Here's page 27 of《长沙方言词典》:



As you can see 湖 is consistently pronounced: fu (rising tone).
It doesn't have anything to do with being a proper noun or anything else, this is the Xiang language.
If we look at this table, also from《长沙方言词典》



you can see that Changsha has absolutely zero hu pronunciations.

This has been commented on before on Chinese SE: here:

h merges with f (conditioned on following vowel):
Some Sichuan?, Hunan, Hubei, Chongqing