Raion, a new name as Tehilla had suggested, something that would take him fully away from the clutches of his family, name something to show that he was also disconnecting himself from them. While he really couldn't tell the Public the reason for the split, such a choice would mean everyone, including Cole himself would end up in prison for multiple counts of murder. He could at the very least show the world that he and them were no longer on good terms and they could not speak on his behalf anymore.
The name was gaudy and somewhat of a mouthful, but Tehilla had said it did not matter, he could have chosen his name to be Cole Beans for all she cared, the advantage was in it's intention. And that was he had become independent of his family, independent of the Night name. Never the less it would take a while for him to get used to it, but there was no hurry, he had the rest of his life for that.