In Robert Jordan's The Wheel of Time, the Dark One is named Shai'tan. The name is used by characters who know or discuss the primordial enemy opposing the Creator and threatening the Pattern of existence.
Shai'tan is not simply a powerful ruler or ordinary villain. He is an almost metaphysical force associated with chaos, destruction, and the breaking of the Wheel of Time. His influence is exerted through the Shadow, including the Forsaken, Darkfriends, and armies that serve his interests.
Jordan's world often uses titles and euphemisms instead of the name itself. Characters commonly say “the Dark One,” “the Father of Lies,” or “the Great Lord of the Dark.” This reflects both fear and the belief that naming him can attract his attention. The spelling Shai'tan also deliberately resembles Satan, but the character belongs to Jordan's own cosmology rather than being a direct retelling of Christian theology.
The other options are characters or titles from different fictional traditions. Sauron is Tolkien's principal Dark Lord, while Morgoth is his greater predecessor; “the Dark Lord” is a descriptive title rather than the specific name used for Jordan's antagonist.