Metaphorical Headache could be a pair of names for them.

"Are we?" Skeleton and daemon look at each other, as much as he can see from the corner of his eyesocket. "Maybe? I didn't notice. But, still..."

Papyrus shrugs, barely not jostling the daemon, only because she shifts and grips in anticipation. "Regardless, I'm already Papyrus and 'bro' interchangeably to our brother. And he's Sans, and 'brother,' to us! What's another nickname?"