Also, did the "Axis" calls themselves that, in their own languages? Or did they have another term for that alliance?
Edit: I know that the UK and US for example did not consider the USSR as their ally, did the USSR have another term for this alliance?
There's always more that can be said, but there was a very similar question answered just a few weeks ago. Check out When were the Second World War faction names the 'allies' and the 'axis' coined? Were the allies called the allies by the axis, and vice versa? and the lead answer from /u/ted5298. It should give you some exciting reading to start.