While the best path forward is to have consistent names across all your documents, it is not always possible. Look, living in a foreign country has its downsides and it is often a good idea to not change your name immediately after marriage. But wait, some countries don't even give you an option. When you renew your passport and declare your marital status they immediately change your last name not even giving you the option or even letting you decide how you want your name to appear on the passport.
Thankfully, the USCIS is aware of these complexities. As far as naturalization is concerned, the USCIS wants to first and foremost make sure that you are the individual with the documents that you are authorized to have. It also wants you to know all the names that you have used in the past so that if you committed crimes with one name they will be discovered during the background check, you cannot escape responsibility for them. The best part of becoming an American citizen is that you get to choose your new name as a citizen. In fact for any immigrant who wants to change one's name, there is no better time to do that than at the time of naturalization -- it is free to you and the USCIS does all the paperwork. So if you are filling out Form N-400, just mention all your names and don't worry about different names being a problem, as long as your story is straight and you will have the documents to show during your interview.