If you look at the Burmese Wikipedia page, it gives the name...
ရွှေတိဂုံစေတီတော်
shwaytigonehcaytetaw
That transliteration of the Burmese script into Latin script is from Google Translate. The English-language Wikipedia page that the user "ruben2020" linked to earlier also substantiates "ရွှေတိဂုံစေတီတော်" as the "official name." It is uncited, so it is difficult to know if this information is correct. Wikipedia transcribes the Burmese into IPA like this...
"ʃwèdəɡòʊɰ̃ zèdìdɔ̀"
...but you'll need to look at the corresponding article on Burmese IPA.
The "zèdì" in the above transcription looks like it is this same word here from Burmese Wiktionary. The other word Wiktionary lists for "stūpa/caitya" is "ဘုရား," or "pʰəjá." None of the earlier resources use that term, so it seems unlikely that that would be its "proper" name. Sorry I can't be more conclusive. Is there a Burmese language StackExchange? You could also try there too if such a thing exists.