What I eventually developed that that Standard, the de facto leader of the Crimson Dames, upon having originally met Prisoner and Orphan in the forest exclaimed,
"No! No names! I wont be alive long enough for it to matter and knowing my name will only cause you further burden upon my death."
Red Riding Hood Prisoner tickled at the concept opted to call herself Prisoner, due to having been one so long that it was at the core of her being.
Red Riding Hood Orphan, chose hers due to it most clearly defining her state of being in the world, even more so profoundly than being a werewolf.