Gypsy is Gypsy.
The word Gypsy is not generally a slur in the UK which is where the character originates and it is used as a race identifier within official contexts. That is not to say that the word is accepted by everyone and words are often misused and change with time but it's easy enough to look the topic up within a UK context. To quote a recent parliamentary report:
"We asked many members of the Gypsy, Roma and Traveller communities how they preferred to describe themselves. While some find the term “Gypsy” to be offensive, many stakeholders and witnesses were proud to associate themselves with this term and so we have decided that it is right and proper to use it, where appropriate, throughout the report."
https://publications.parliament.uk/pa/cm201719/cmselect/cmwomeq/360/full-report.html Also from the government website:
"The term ‘Gypsies and Travellers’ is difficult to define as it does not constitute a single, homogenous group, but encompasses a range of groups with different histories, cultures and beliefs including: Romany Gypsies, Welsh Gypsies, Scottish Gypsy Travellers and Irish Travellers. There are also Traveller groups which are generally regarded as ‘cultural’ rather than ‘ethnic’ Travellers. These include ‘New’ (Age) Travellers and occupational travellers, such as showmen and waterway travellers."
Obviously if there is a mass movement against the term in a UK context then I will rethink but at the moment there doesn't appear to be.
In my area both Gypsy and Traveller are used to refer to the two different communities that live in this area. The Travellers own caravans both static and non-static and the Gypsies live on the river in boats.