Every artis has at least one proper name. They may have multiple proper names - used in differnt contexts, with different groups of people.
A nickname is based off a proper name, a regulary used shortening, an experience or action, it's a responce to that person as they exist.
An alias is synthetic, implemented specifically to conceil certian associations. This may be with intent to decieve, or of a legitamate desire for privacy, or the creation of a brand seperate from proper names available.
A stage name could be considered either an alias or a nickname. In the era of social media, it is usually better to treat handles as aliases - the performer is free to share a proper name as well, but may not for privacy reasons, or to court a certian audience.
An Act name is related to a performance or series of performances. An act may be presented with or without proper or stage names… though if it presented without *any* other names is usually indicative of some sort of power dynamic; child performers, choreograper vs artist, racisim, finders fee dynamics.