Says Who: Many times in the Torah and Na”ch the posuk may refer to someone in different places by different names, and then the Midrash will explain which name is his real one and which is only a nickname, and why the Posuk gave him/her that particular nickname. For example, Sara/Yiscah, Hagar/Ketura, Haman/Memuchan; the real name is Sara and her nickname given by the Torah was Yiskah for the reasons stated by Rash”i. I guess according to these midrashim, we would have to conclude that Yisro had one real name and the others were only nicknames.
Obviously when one names his child two worded names, his intention is that they both be considered his real name, and to make that possible we would have to halachically recognize both words as one long name, even though other people may have used each word separately on two different people.