The below information is the method I use but there is ONE THING
Make sure mass of the missile part itself is not zero, as that would make it have some very strange behavior.

to get the different names, go into the XML editor, go to the "Missile" tab, press the little + button to add a parameter, in the first field write name, in the second simply write the name you want to be shown
for custom missiles, there are a handful of tutorials out there, but you basically have to do something like this:
1. get out the missile, a pylon, a detacher, and the starting point of the body
2. attach missile to the bottom part of detacher
3. attach body to the back of the detacher
4. attach top of the detacher to the pylon
5. start building the body itself from the attached body section, if you are using fuselage pieces simply use the "add section" button, make sure you are using either structural panels or fuselages if you're making any fins for the missile
6. make sure all parts of the body have no mass, no drag (including calculateDrag off), and disabled collisions
7. once you are fully done with the body, simply copy the missile's coordinates (X,Y,Z) into the front of the body (make sure it's on "connected parts" so that all pieces move with it) and then move it freely along the Z axis so that the missile is hidden inside the body or is integrated with it