Thanks guys.
I am making progress here.
I reinstalled the Z-Wave JS to MQTT add-on carefully following the migration instructions.
I think I forgot to uncheck this the first time around, but I am not sure.

My entity names have changed back to the defaults, except for one (??). I renamed the others in the Z-Wave JS to MQTT Control Panel (I only had one Nano device), and restarted HA.
The migration instructions say:
By default the Home Assistant Z-Wave JS integration will try to set up the official “Z-Wave JS” add-on from the official add-on store.
So, do I delete the Z-wave JS add on or not?
Again, thanks. I have made copious amounts of notes for the next time an update does this to me.