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My guess is his last name was Scully, if only to keep things uncomplicated...like logically he was living with Scully so like...at a daycare, school eventually, there's no need to prove you're the parent if you have the same last name, etc etc etc
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ITA, since Scully didn't wanted anyone to know who was the father I would guess she picked Scully or else everyone would confirm that it was Mulder's son and that was dangerous for many reasons even before she knew he had powers.