The only way to give a tagname to a non prefab main character, that I know of, is to assign a tagname to the singleplayer spawn point. This will cause any character to spawn with that tagname, until they go to the world map that is. The tagname will need to be added to every single player spawn for all the mission maps. So to use this method for just the main character, squad members will need to be returned to the recruit pool before leaving a map (which will preserve their individual tagnames, if they have one) and recruited once each mission has started leaving the main character to travel the wastes alone.
Also note this won't work well with certain triggers such as move unit, as the trigger will just as likely move the spawnpoint or items/characters to the spawnpoint rather than to the player character.