Yes... there are plenty of different terms that people wrongly use interchangeably for that sort of thing...
An alter-ego is an alternate identity, most commonly used by actual spies/agents and artists too (like Kindra and DJ Kink in Artemis), but to explain it simply, just think about it this way: Clark Kent is Superman's alter-ego (and also his secret identity, but a secret identity is not always an alter-ego).
A self-insert is when an artist literally put themselves in their work, so like an artist painting themselves in the background of their painting, or a director appearing in a shot in their own movie as themselves, for example.
An author-surrogate is a fictional character that is somewhat based on the author, they're usually used as a vehicle to convey or express the author's opinions or experiences in their work without self-inserting... it's very common for authors to use these, and it's very likely many MCs in AVNs are author-surrogates.
From what I read some time ago, Val is just a character that shares some of Nyx's behaviors and maybe experiences, but she's not supposed to represent Nyx directly, because Val is fictional... I doubt Nyx is a young latino girl... but like I said, "allegedly" because I've never seen a direct quote from Nyx talking about it.
