WRS said in forum #437501:
Only their official character reveal material uses "Esper Zero", but they're called "Zero" otherwise both in the subtext for the "game characters" section on their own site as well as the game itself. Community discussions and wikis are using "Esper Zero". I'm inclined to say for searchability reasons, my comment there shouldn't hold. It may be worth revisiting in the future.
They could've just shortened, Nanally has a surname, Coluccis, which isn't used in-game outside of her profile, many gachas don't tend to use the full name of the MC's
