The leaders of the dominion are known for having 3 names:
The Founders, what they called themselves, which became their official Star Trek name. Shapeshifters*, what others called them. Changelings*, also what others called them. *Not every shapeshifter or changeling was a founder, like Odo and Laas. And not every alien with shapeshifting abilities was either of them, like Species 8472.
Since they altered the Vorta from monkey like beings they probably named the vorta. And since they created the Jem Hadar they also created their name. But did they ever got a name in their own language?