I don’t think it makes sense for Pryde to take the Supreme Leader title, it’s clear he’s just using the FO resources he has at hand in serving Palpatine & restoring his Empire. The First Order was just the beggining, the first step of Palpatine’s plan, and now it’s assimilated as the Final Order begins. The title of Supreme Leader is no longer at play here, and even if it was, I don’t think Pryde would take it since Palpatine is his “Supreme Leader”, keeping his title of “Allegiant” General makes more sense.