These spaces $M_{p,q}=M_p\cup M_q$ are discussed in Examples 1.24 and 1.35 of my algebraic topology book. I don't know that they have a standard name, apart from $M_{2,2}$ which is the Klein bottle. The universal cover of $M_{p,q}$ can be described explicitly as the product of an infinite tree with $\mathbb R$, as shown in Example 1.35, so the universal cover is contractible. Hence all the groups $\pi_nM_{p,q}$ are zero for $n>1$, making $M_{p,q}$ an Eilenberg-MacLane spaces $K(\pi,1)$. By van Kampen's Theorem $\pi_1M_{p,q} =\langle a,b \ |\ a^p=b^q \rangle$. The only nontrivial homology group $H_nM_{p,q}$ for $n>0$ is $H_1$ which is ${\mathbb Z} \times{\mathbb Z}_d$ for $d$ the greatest common divisor of $p$ and $q$.
When $p$ and $q$ are relatively prime, $M_{p,q}$ is a deformation retract of the complement of the $(p,q)$ torus knot in $S^3$. For example the space $M_{2,3}$ in the original question is a deformation retract of the complement of the trefoil knot. If $p$ and $q$ are not relatively prime then $M_{p,q}$ cannot be embedded in ${\mathbb R}^3$, generalizing the fact that the Klein bottle does not embed in ${\mathbb R}^3$.