Eagle PCB design: wire names for multiple power/gnd pins
If you want to do it without relying on self-added labels you can do the following:

Warning: it is ugly and I do not recommend doing this.

Create a new part which looks like a dead short:



The package is simply two pads overlapping (this will generate a DRC error of course) so the two pins are automatically connected later in the layout.

You can now connect two different labels with the part:



You can also change the color of the part so it does not stand out too much:



Sadly, I do not know any other way of achieving what you want.