It depends on exactly what you mean by " devices are also under my name"
If you mean that they use your Apple ID and password, they can access everything you can access.
If they have their own Apple IDs (as they should) and you are using Family Sharing, they don't have access to anything you don't share with them. If you share a storage plan, see the following from Share an iCloud storage plan with your family - Apple Support
When you share a storage plan, your photos and documents stay private and everyone keeps using their own accounts with iCloud—just like when you have your own storage plan. You simply share the space available in the iCloud storage plan with your family members, so you only have one plan to manage.