I'm not sure there's any generally agreed on convention, but spaceships are often regarded as, well, ships, so similar terms will be often used. E.g. for the red arrows that you describe as prograde and retrograde orientation vectors, from a spaceship's point of view and relative to its movement, also ram-facing and wake-facing is often used to describe sides, but could be also forward and aft, or even bow and stern. For the blue orientation vectors, these could then be port for left and starboard for right, relative to the vehicle's movement, facing forward. The green ones are most commonly called the nadir and zenith facing sides, but as the terminology varies depending on who's referring to it, I'd guess there's all kinds of other terms used too, from obvious down, downward, and up, upward, to deck and overhead, or even towards and away from something, in our case the body it orbits around. So for orientation relative to the ship's movement we have:
- ram-facing, forward, bow,...
- wake-facing, aft, stern,...
- starboard, right,...
- port, left,...
- nadir, deck, down, downward, towards sth,...
- zenith, overhead, up, upward, away from sth,...
For example, from Reference guide to the International Space Station, Assembly complete edition, NASA 2010 (PDF), four of these sides are described in the definitions section as:
- nadir: Direction directly below (opposite zenith)
- port: Direction to the left side (opposite starboard)
- starboard: Direction to the right side (opposite port)
- zenith: Directly above, opposite nadir
And the remaining two sides mentioned in text as:
ram (forward) or wake (aft) pointing
NASA's Guide to the International Space Station Laboratory Racks Interactive however names direction towards nadir as deck and direction towards zenith overhead, and alternatively also the +/- axial values that follow the right-hand rule more commonly used by astronaut pilots during navigation or to describe station's attitude (such as during docking):
Image above: The International Space Station’s coordinate system. Credit: NASA
Alternatively, movement relative to these three axes could be described using aviation terms roll, pitch and yaw to describe attitude of a satellite, but these don't really denote the sides, merely rotation of the body with respect to the x, y, z (in your case red, blue, green) axes in Cartesian coordinate system, respectively.
There might be other terms I didn't think of though, but as always, it will depend on who's using them and if they're referring to the sides from the perspective of the vessel and relative to its movement, or relative to some wider frame of reference, for example with respect to the body it orbits, in which case, alas, I fail to think of other ways these orientation sides could be named, short of describing them with respect to orbital elements in any of the various coordinate systems used, such as Keplerian, Cartesian,... like you did with prograde and retrograde, which are essentially broadly describing orbital inclination with respect to the body's plane of reference.
With specific spacecraft, often its sides are also named by its components or modules, which works irrespective of spacecraft's own movement relative to another object.