King of Hell attacks uses/imbued with Advanced CoC. You can find the Japanese name for the attacks and it'll show Haoshoku part in it.
If you're talking about why "Hell" is used specifically, first of all it's because he's using Enma. Secondly, Luffy is the Sun / aboveground, so Zoro is Hell / underground.
If you're talking about why "King" is used specifically, first of all it's because he's CoC user. Secondly it's Rayleigh parallel.
Last but not least, King of Hell sounds cool as fuck. Zoro's target audience fans will like it.