Maybe they were known,but they were not Yugoslavian subjects or subjects of it's ruling family,unlike Olga when she married Prince Paul...from that moment she is under their law!
Under Serbian law or by any Karadjordjevic family law,such term does not exist,so one may use it,but it just does not exist...if you are princess of one country you follow it's ruling family laws...
That would be the same like calling Princess Michael of Kent=Princess Marie-Christine of Kent as that she would be if Windsor family law is the same like Serbian...but as she is the subject of Windsor family she is even here in the press called Princess Michael as she is legally that!
In Serbia/Yugoslavia every Princess(married to a Prince) is known by JUST her female name...
For example,Barbara Mueller who is married to Prince Vladimir is not "Princess Vladimir",but only Princess Barbara...