A person who holds the view that one should not restrict oneself to a single madhaab. Are they given any specific name?
Usually a person following a madhhab is called a muqallid المقلد as following a madhhab is called at-Taqleed التقليد (doing the same as somebody else).
Another term used is the term al-Mutamadhhib المتمذهب (a person who is acting according a madhhab) or the variation al-Madhhabi المذهبي.
From the last term scholars such sheikh al-Bouti (May Allah have mercy on him) have derived a "negation" of the term -by adding the Arabic equivalent of no/non laa لا- which is: al-Laamdahhbi اللامذهبي in fact he called this al-Laamadhhabiya اللامذهبية in one of his books, considering it the worst bid'ah in our times.
Another option would be Al-Ghayr Mutamadhhib الغير متمذهب (a person who has no madhhab (Ghayr غير in Arabic expresses a negation or deviation). In the same style we could also call such a person al-Ghayr Muqallid الغير مقلد.