This is a name that morphed slightly, but you are correct in your base assumption that in the original editions, the lands were simply called the Core Domains or Lands of the Core. However, in some of the later core rulebooks, it was shifted and began to be called the Domains of Dread. This occurred with the core rulebook Domains of Dread, and also referred to as the Demiplane of Dread which also contains a description of the Mists, how the areas all formed, and rules for conjunctions and creating new domains. However, the Core is pretty consistent, although they later state that that is a game term only.
From the original boxed set, Realm of Terror, page 60:
This chapter describes the region known as "The Core", Ravenloft's continent of discontent. It's pictured on one of the large colored maps in the boxed set.
With the Domains of Dread sourcebook, the following descriptions are given on page 7:
Ravenloft is not a world in the traditional sense. In actuality, it is a demiplane—a pocket universe suspended among the vapors of the Ethereal Plane. This section begins with a study of the structure of the Demiplane of Dread.
And on page 19:
The Demiplane of Dread comprises several distinct regions. The most obvious of these are the Mists. It is from these vaporous swirls that the dark powers draw forth the prisons in which they confine the various domain lords. In this section. we shall examine those prisons and the macabre properties common to them all. Individual realms are described in Chapters Two, Three, and Four.
After this it describes the mists, the islands, etc, and still refers to the "main" section as the Core, and also suggest that the main area is just a cluster, centered around Strahd's original domain.
In the Red Box set, the book Domains and Denizens states that the Core is a game term only, and that residents really refer to it as the world, or by their particular domain name (page 4):
In fact, the main land mass of Ravenloft is generally referred to as the Core, but this is a game term only. To those few natives that are knowledgeable of the misty lands of Ravenloft, it's more likely to be called "The World" or by its individual domain names.