Saix, Axel, Demyx, Luxord, Marluxia, and Larxene don't have "true names", as provided by the game. They are only up for speculation, and not likely to be revealed for any plot reason whatsoever in KH series, unless a spinoff for KHII is created.

Saix is also spelled with dierises over the "I", such accentation in English is not used, which would suggest that his name is not English, not Anglicized, or is possibly his actual name. It shouldn't naturally appear in Japanese, unless it were an imported word.

True name of Saix is Saix? But what about Roxas...
It could be his true name, in theory, which would be the reason as to why the other Organization members look so highly of Saix, as though HE were the second in charge, and not Xigbar, because he DID remember his true name.

Of course, this also occured to Roxas, and he subsequently rejoined with Sora, which branded him a traitor. Axel, who went on to find Roxas, was hunted by the next in order above him, of whom was Saix.

Saix == VII (7)
Axel == VIII (8)


Following the pattern of the first six, and Roxas, one could assume that their true names are a combination of the letters, without "X" in their name. If someone finds a reasonable anagram of letters for each member, don't forget to post it.