C. L. Polk's Kingston Cycle has the immortal Amaranthines, powerful magical beings who live in the afterlife. (Specifically, they rule in the Solace, which is where human souls go after death.) They're subjects of myths and legends. Throughout the trilogy they are variously referred to as "Amaranthines", "Blessed Ones" (emphasis on the second syllable), and "Deathless Ones", by my recollection.
Is there significance to the different terms? Are some used for certain contexts, do they carry different connotations, etc.? It's more overhead for a reader to recognize multiple words for the same people; is there some literary purpose to the split terminology?