"Embedded DSL" is for better or worse a reasonably well established term for DSLs that are embedded within a host language using the language's own abstraction constructs (libraries, macros, etc.), rather than being implemented as a separate language with a parser and compiler/intepreter. I do usually use the alternative term "internal DSL" though, which I believe is also the older one. Besides avoiding the name clash with embedded programming in the low-level hardware sense, I like it better because the opposite of an internal DSL is an external DSL, not an "unembedded DSL".