I'd say both can be used as examples of their full names for trivia purposes until something comes along from a more official source (ie their full names being revealed in the new movie) but it's not good enough reason to all of a sudden start referring to them everywhere as Conrad Waldorf and Statler Van Essex.



If a character doesn't have its name revealed anywhere else EXCEPT in a script, i'd say that also counts as the character's name until it is named elsewhere (such as the case with the backstage female whatnot from Muppets Tonight - but i have to go look to remember what she was called)



The case with Cookie could also be a thing noted as trivia but not a good reason to start referring to Cookie as Sid all of a sudden...for one thing according to that song, that was his name BEFORE he discovered cookies and second since he says he THINKS his name was Sid, by his own admission he's an unreliable narrator due to unclear memory. (It should also be noted that in a season 1 sketch before he had the name Cookie Monster and was just being referred to by everyone as Monster that in a conversation with his mommy on the phone, he was being called Tiny)