I haven't tried going into a mystery zone yet... but I'm guessing that it might be a different name.
Like Diamond/Pearl/Platinum had "Mystery Zone", HeartGold/SoulSilver had "----------".
I'm guessing the name of the Mystery Zone in Black/White probably will be either "???????????" or no text at all. I also wonder what the music would be in it as well.
Well, I can take a very good guess. In DPPtHGSS, the song for any outside-of-boundaries areas would render the SEQ_DUMMY.sseq file as heard in VGMtrans. There is an identical file, SEQ_BGM_DUMMY.sseq in BW that plays the Pokemon musical theme.