Is the name "Chell", "GLaDOS", or "Wheatley" ever explicitly stated?
Names are very rarely used in the Portal series (aside from Cave Johnson and his narcissism complex, and Caroline), and you are correct in none of the names referenced being spoken in-game (Per the Half Life Wikia):
Interestingly, neither the full name of GLaDOS or her acronym has ever been pronounced by any characters in the games. (Except for Cave Johnson in the DLC Perpetual Testing Initiative, where he says "we are cancelling the Genetic Lifeform and Disc Operating System initiative.") The only instances of her name's presence was through her captions, the acronym spotted on her disc generators in Portal, and the door within the trap leading to the Central AI Chamber in Portal 2.
However, GLaDOS says "Chell" exactly one time...in an audioclip never used in the final version of Portal 2:
Additionally, in the credits song of Portal 1, GLaDOS clearly sings "I'm so GLaD I'm not you" with the lyrics having that exact capitalization, also hinting towards the name GLaDOS.
The names are probably simply not mentioned for immersion reasons--the player is simply supposed to be Chell, and how often do friends call you by your name in one-on-one conversation? It's less clear why GLaDOS and Wheatley never speak their names (and they sure don't), but if you leave subtitles on it's quite clear what the character's canon names are.
Well, other than that unused GLaDOS voice line saying Chell, there is one other time where a name is mentioned: When Wheatley has just replaced GLaDOS.
"I did this! Tiny little Wheatley did this!"
-Wheatley
Also in the Turret Opera, the fat turret (also known as the Opera Turret) sings right at the beginning:
Cara bella, cara mia bella! Mia bambina, o ciel!
"Ciel" means "heavens" in Italian, but it sounds a lot like "Chell"...
And in the subtitles it says "GLaDOS" and "Wheatley" beside the text.
Just to add to the existing answers, the credits in Portal and Portal 2 do actually give explicit names.
From Portal:
From Portal 2:
