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So Byzantium refers to Rome after the fall of the city of Rome, as a distinction to separate the two entities. Not that I'm not a historian, that's just how I've always looked at it in my eyes. I could be very much wrong.
Also, after the fall of Byzantium, we all know that the Spanish Empire was the true successor to Rome, as Constantine XI's will, he designated Isabella and Ferdinand as his successor.
From what I understand it was common in Latin Europe to call the Byzantines "Greeks" and their emperor "the Greek Emperor".
The western Europeans pretty much always avoided calling Medieval Rome by it's name, especially when they were pretending to be it(most of the time). They came up with Byzantium shortly after it fell. The West Europeans also tended to call the HRE just "The Roman Empire".
The Split
The split never actually happened as it is often portrayed, it was totally political for managing the extensive empire; the capital was never changed, but the headquarters were temporarily moved to Northern Italy for managing the Barbaric Invasions, first to Mediolanum (Milan) then to Ravenna. The latter is in Romagna, later would be ruled by the Papal States.
Identity
Byzantines, or Eastern Romans, always considered themselves Romans only politically speaking, their identity and culture has always been Hellenic, they in fact claimed to be the "Protectors of Ancient Greece", this was an important aspect both during the Late Antiquity both during the Middle Ages, as it defined many of the most important events.
Claim
Their claim on Rome was recognised for a long time, but they were a de facto successor state first and foremost, that's why we consider that under Justinian they reached their greatest extent, the time that follows with the Exarchate of Ravenna in Italy is also known as Byzantine Italy. It was undoubtedly the political continuation of Rome and recognised as such, but it was a different population even before the fall of Rome, that's why they were referred as the Kingdom of Greeks by other populations, even when the relationships were still positive. They also initially planned a marriage between Empress Irene and Charlemagne, which it never happened due a conspiracy that deposed her.
As for EU4 they don't really fit, the reason why they were included was to appeal CK2 and other strategy game players; the naming overall could be considered correct, as historians refer to them as Byzantine for the Medieval era and Eastern Romans for the Ancient era.
That's the "game of claims". As for contemporary populations the Italian nation state is based on the Roman heritage, while the Greek one on the Byzantine. We can't really talk about real successors as Rome became an idea at some point.
Not exactly, both sides of the USA are basically the same population (which is a very different context being a former colonial nation, ergo not having a dominant ethnicity/culture), in that case would be two countries splitting from one.
In case of Rome the West and East were two different populations to start with, that were united under the same flag, obviously they shared many cultural traits, even in this time and age Italians and Greeks refer to each other being "one/my face, one/my race" (race meaning kind) due their interwined histories, but are still two different populations.
They were Romans.
Catholics decided to call them "The Empire of The Greeks" because they wanted the title "Roman Emperor" for the Catholic Pope, who claimed to be the rightful descendants of the Empire.
So pretty much, Western europeans slurred the (real) Roman Empire in an attempt to steal the titles for themselves.
It was historians that started using that name from the 16th century; it wasn't indeed the name they used for the empire, but people from Constantinople called themselves that way, it was a reference to the original name of the city in Ancient Greek time, allegedly founded by Byzas from Megara.
This word has two meanings; first political, which they used very often; second is cultural, which refers to the people of Central Italy. National identities didn't exist yet, local and cultural identities were much more common, they always considered themselves Hellenes, even when the Empire was united.
They used to be called like that even before the Schism, they talked about Greek traditions. The Papacy was actually established by the Byzantine, it was only later that it started growing in influence with Religion playing a prominent role in European politics. It indeed replaced the authority in the West.
At this point the real Roman Empire was long dead, there were only two claimants which one encompassed new regions in Central Europe and the Kingdom of Italy, the other being the former Eastern Rome that was never disbanded, they both recognised each other as legitimate and impostors at different points.
I thought they called themselves "Romaioi", or Romans?
They actually did, it also appears in most diplomatic documents. Historians observed that their identity was based on Christianity, the Greek cultural heritage, and being the political heir of the Imperial era; important to note that Hellenic was normally the form of Greek spoken by scholars and written in literature and Romaic was the name of vulgar Greek.
This was one their major differences with their Western counterpart, as there culture and law was more inclined to merge, so their perception of being Roman while it was there, had a different meaning.
At later date they started using the name Greek with its original meaning again, as for a time it meant to be pagan for Christians.