They should definitely still be referred to as nobodies. Remember, in this chain of events, once they receive baby Rey they will live out their lives as junkers.
“Rey… wherever you are… you are hard to find.”
“You are hard to get rid of.”
“I pushed you in the desert because I needed to see it… I needed you to see it… who you are. I know the darkness that lives in you, Rey…”
“You’re lying.”
“You were right… your parents were no one. Their search for purpose lured them to the Sith.”
“Don’t!”
“They were assigned an infant, by cultists from Exegol."
“I don’t want this!”
“But later your termination was ordered."
“No!”
“You had become their purpose in life, so they hid you from Palpatine.”
(Rey sees the vision of her parents and her abandonment.)
“Rey, my love… be brave.”
“You’ll be safe here… I promise.”
“Come back! Nooo!”
“They paid for your protection… in more than one way.”
“Stop talking.”
“Rey… I learned what happened to them.”
(Cutaway to heroes capture)
“Your parents sought Luke’s protection, searching the Jakku desert for his allies… but Palpatine’s assassins tracked them down. They resisted fiercely, only to be forgotten by the galaxy."
(Rey sees her parents get killed.)
“So that’s where you are.”
“You know why the Emperor’s always wanted you dead. I’ll come tell you.”
…etc
“Why did the Emperor come for me? Why did he want to kill a child? Tell me.”
“Because you were just an experiment… one that became a threat after his true return. Rey, you’re based off his template. You… are a clone of Palpatine.” (not sure if we necessarily need “a Palpatine” here or not)
“The only reason for your creation was to be one of his vessels on the Sith throne. But what Palpatine cannot foresee is we’ve become a Dyad in the Force, Rey… two, linked by pure power. With that power we can end him and the Sith, and create something new, together…”
(Removes his helmet)
“You know what you need to do. You know?”
“I do.”