I've got a character who logically must have a name, but is only ever referred to by title in canon. I gave him a name based on a combination of his probable ethnicity and thematically appropriate meaning, but almost a year in, only like three people in game have learned his fanon name, he still mostly uses the title.

Basically, if you have something in-verse that works to call them, use that the way they use it, but if they should have a name then you've just got to pick one.