There isn't a way to set the names of Vec entries. If you want to set the names, why not just use a Bundle?
If they're all the same type, you can take advantage of multiple-declaration syntax in Scala:
class MyBundle extends Bundle {
val a, b, c, d, e = UInt(8.W)
}
If you need more power than that, you can look at using a Record (
https://www.chisel-lang.org/api/3.4.2/chisel3/Record.html). It's a power-user API so there unfortunately isn't documentation but it's like a Bundle except you implement elements and cloneType (rather than Chisel deriving them for you from the public vals)