How/where do I save Published Events?

The way to do that is by having the device ask the cloud for its name and subscribing to the respective cloud event
https://docs.particle.io/reference/firmware/photon/#get-device-name

But there is noone holding you back from storing the device name (or any other label) in EEPROM to reuse it once set.
You could add a Particle.function() (or the likes) to trigger a name retrieval and store that result till you decide to change the name.


And I just saw you double posted this "question" so I just answered the same way as @peekay123 has done on your other thread.
That's why double posting is sternly frowned upon.