Exactly. It's....complicated.
https://io9.gizmodo.com/the-captain-marvel-ms-marvel-shazam-clusterf-ck-explai-1251423862
Fawcett, publishers of the original Captain Marvel/Shazam comics, stopped making them in the 50s. In the 60s, Marvel Comics trademarked the name Captain Marvel for their own Kree alien superhero, which meant when DC licensed the Fawcett characters in 1972, they had the Fawcett character named Captain Marvel, but couldnt call the comic Captain Marvel, so they used his transformation cry Shazam! for the title.
This extended to other media as well DC could not promote the character as Captain Marvel anywhere, even though the characters named was Captain Marvel. So when Billy Batson made his TV debut in 1974, his show was titled Shazam (okay, The Shazam/Isis Hour, but you get the point).
Thats 40+ years of marketing the character as Shazam, and thats how hes known to pretty much everybody. Hell, even DC finally gave up when they did the New 52 and finally just renamed the character Shazam, just to cut down on the confusion, and I think it was a smart move. Point is, if even DC calls him Shazam now, hes Shazam. This battle is lost.
Which brings us to Marvels Carol Danvers, and whether she should be called Ms. Marvel or Captain Marvel in her movie debut. I have to go with Captain, because 1) thats her name now, 2) she was originally named Ms. Marvel to differentiate her from the original Kree Captain Marvel and the Kree Captain Marvel isnt part of the cinematic universe, and 3) calling her Ms. just seems kind of condescending. I mean, it was standard procedure when the character was introduced in 1968, and then the name stuck. But to introduce Carol Danvers to the cinematic universe in 2015 or later and then for everyone to call her Ms. Marvel just seems weird to me, for all the reasons above. Calling her Captain Marvel in the comics was a long time coming, but it was overdue, and theres no reason to start her out as Ms. in the movies.
You saved me the effort.
(I had Captain Marvel #1 by Gene Colan in my collection.)