In the very first A & C show episode entitled The Drugstore, his mother seems to refer to him as "Oswald" as he's biting Lou's hand. Check it out on You Tube:
The Abbott and Costello Show ~ The Drugstore (Part 5)
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"I don't care" was used in the film version. "I don't give a darn" was also used.
No. Elvis Costello is a made-up name based on the familiar Elvis Presley and possibly Costello is his real last name. Lou Costello was one half of the famous comedy team Abbott and Costello , still a byword for team-comedy.
Heather Costello's birth name is Heather Maria Costello.
Elvis Costello goes by this alias and the name is on the cover of the album Blood and Chocolate
Mae Costello's birth name is Mae Altschuk.