We did a skit at a camp I used to attend. We called the agency in our skit, "YWCIA" or Young Women's Cosmetology Intelligence Agency. But you probably don't want to use that one.
Because they're kids, I would probably code name it something like "the house" or "the barn". More of a slang than anything that if mentioned in casual conversation with the other members of the group, it would throw off eavesdroppers.
The actual name itself can be pretty banal too. Hitler made the group "Hitler's Youth". Now we know what that is looking back, but imagine if you're living back then. Are really going to think anything of it, besides it being the youth division of the Nazi party? So even with the actual name, I would recommend something like "Headstrong Youth" or "Leaders for Tomorrow."