The whole "Sox" thing started in Chicago.
The Chicago White Stockings were one of the original clubs that formed the American League (of baseball) in 1901.
In order to maximize column space in newspapers, local editors decided to shorten the name "White Stockings" to "White Sox". And so the Chicago club's lasting nickname was born.
Meanwhile, in Boston, the local American League baseball club was first known as the "Bostonians", "Americans" and "Pilgrims", before they settled on "Red Sox" around 1908.
Anyway, back to the matter at hand: Liverpool LOL!