A bathroom inside a bedroom doesn't have a special name. But when you're talking about rooms in a house, it's common for the biggest bedroom to be labelled the "master bedroom" and in modern houses most master bedrooms usually include a dedicated bathroom, but not always. In an architect's drawing, that room might be labelled the "master bath" but this is not a common term to use.
This answer is about what you call rooms in someone's house. The terminology is different when you're talking about hotel rooms.