It’s happened to me in the past when somehow my username became known and I could see it listed in the failed login attempts. I created a new user and nickname and deleted the old admin account. Since then my username has remained confidential and hasn’t shown up on the failed login records.
One more point to remember is that failed logins are usually blocked by IP address, and not by username. So in that case the attempted hacker breaks the rules for the number of failed logins allowed and the IP address is blocked for a specified period of time. The problem arises when this is a network of different IP addresses, in which case once one IP is blocked another compromised computer in a different location and with a different IP address takes over and continues to try and break your password.
I would create a new user account and nickname, delete your existing compromised user account, use strong 15+ mixed character/symbol passwords and tighten your login rules in iThemes.