Nah... it is only confusing and relevant when we have to analyze Mion's guilt, and Shion view of the sonozaki.
Outside of this realm (so outside of the issues of Watanagashi/Meakashi-hen), there is no problem to keep calling them with the way how we know them : Mion the tomboyish heir, having a crush on Keiichi; and Shion the girly younger twin, having a crush on Satoshi.
I'm even wondering if the Sonozaki knows about this mistake. Considering how Mion and Oryou are acting in the TIPS and in Watanagashi/Meakashi/Minagoroshi-hen, looks like they don't know they screwed up.
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