All throughout fiction and creative non-fiction you are going to see fully realized characters with qualities and self-contained facts that are unique to them. This translates to their background, mannerisms, even the more static things like their name and occupation. It is also likely, though less so, to find many characters that have or go by more than one name. This can be a number of things in life, such as a professional title, legal name, and nickname. In a screenplay this has even more precedence as you may want to even withhold a proper name for a period of time and first introduce them using a description as a title marker. There is a specific way to format this multiple name paradigm when you are writing your screenplay.
The first thing that you have to note is that the character must always be referred to the same thing in the dialogue caption. This is to say that the title given to them when they are speaking must always be the same. In the opening action you may just want to refer to them with something like YOUNG MAN, but later must establish that YOUNG MAN means the same thing as the character’s reference name.
If the character is going to be referred to with multiple names this has to be done only in the dialogue or other areas that are represented purely in the story space, not the structure of the screenplay. The audience of the final film will be able to differentiate that a single character has multiple names, but if you switch this up the reader will not be able to because they will not have a visual icon as a reference point.
One of the easiest ways to identify this to the reader is to include this information in a description section. This can be the layout of a scene and you can indicate that CHARACTER X will be lying about their name, going by NICKNAME Y, or a professional title. There is nothing wrong with this as long as it flows smoothly with the literary pace you have set. The most important thing here is making it clear to the reader, so add as much as you can and then have some people read it to see if they recognize the different names of the character.