Canonically, only Shelly has been given a last name in the novels: Shelly Alberith (I think, it’s been a bit and I’m not at my computer so forgive me if I have to edit the spelling later 
) The other I actually can’t remember if they’re in my notes or not, but I’ll check when I get a chance 
This is of course, not counting Jun, whose full name changed based on the MCs homeland, and Semryu, whose last name he likes to down-play, but you can find it out at the end of WWU2