There are some notable exceptions.
The stretch between Sector Two and Sector Seven is called Boundary Street.
The square in front of the Iron Fist used to be called Sector One Square. When the Glorious Leader's statue was erected it was renamed Glorious Leader Square.
The haphazardly built slum area in Sector Seven is called Junk Town, although that's more of a common nickname than official naming.
And of course, the Iron Fist and the Leadership Tower.