I'm researching on transformers and curious to know about what this shape is called (the actual core block, ignore the wires around it).
This mathematical shape is a particularly simple example of a toroidal polyhedron.
That can be called a core-type transformer (with a single window) in contrast to the shell-type transformer. Note also that those types of cores are also constructed with laminated materials to reduce eddy current losses.
The linked definitions from the Electrotechnical Vocabulary of the International Electrotechnical Commission (IEC) give the above terms as deprecated, but they are well established nonetheless.