“We played Teen Patti after dinner” and “The update changed the Teen Patti Master lobby” could come from the same conversation. In the first sentence, the speaker could be talking about a deck of cards on a kitchen table. In the second, there has to be a piece of software. Try adding “Master” to the first sentence and you have changed more than the spelling.
For someone editing a caption, Teenpatti Master presents a small puzzle. The joined spelling looks plausible, especially next to the web address, where the words run together. But the publisher prints Teen Patti Master with a space between Teen and Patti in its main heading. That is the form to use when naming the app in your own prose. An address without spaces is a poor guide to how a name appears in print.
The trickier edit is deciding when to leave the brand out. If a photograph shows three people holding cards, “a game of Teen Patti” describes the scene. Unless the photograph also shows the app, adding a product name would tell readers something the picture does not establish. Conversely, calling a screenshot simply “Teen Patti” leaves a reader guessing which interface they are looking at.
There is one good reason to keep somebody else’s spelling: a quotation. If the wording of a message is the point of a story, reproduce it as written. Use the standard name in the next sentence. The reader can then distinguish the words on the screen from the editor’s identification.