I don't know where I first saw it, but I have seen the term "demihyperoctahedral group" used before, so if you're doing searches, that can sometimes pick up relevant papers.
As for the exceptional groups, the type E Weyl groups are all closely related to groups of Lie type over finite fields, so from that isomorphism they have names sort of. Look at the last 3 rows of
https://en.wikipedia.org/wiki/Complex_reflection_group#List_of_irreducible_complex_reflection_groups
Type $E_6$ has many different realizations so not sure if any of those names would be most canonical.
As far as I know, the Weyl group of type $F_4$ is most cleanly described as the automorphisms of the "24-cell", a certain 4-dimensional polytope.
Some more detail can be found in Section 2.12 of Humphreys' book Reflection Groups and Coxeter Groups.