A screenplay is written primarily for the production crew, not for the audience, so you don't have to be afraid of spoiling any plot points by mentioning that two apparently different persons are in fact the same character.
When you want both the MASKED ASSASSIN and MARTHA MARIGOLD to be portrayed by the same actress, you would refer to both under the same name, so nobody gets confused about how many actors need to be cast and which actors need to be present for the scene.
To make clear in which identity the character appears, you would mention the current identity in the stage direction when they appear.
MARTHA MARIGOLD dressed in the MASKED ASSASSIN DISGUISE enters the room through the window
Time for you to die, fool!
Martha Marigold stabs the man with a DAGGER. He falls to the ground and dies. Martha Marigold jumps out of the window.
Martha Marigold, now without disguise, enters the room through the door.
Oh no! Someone murdered him! Help! Police!