Prithivi Naryan Shah's soldiers were called gorkhalis because his kingdom was called Gorkha.
Majority of his fighters were from Khatri castes, mainly two of them, Pandey and Basnet. We know this from history as, Kalu Pandey, Amar Singh Thapa, were some of nepalese bravest military leaders.
When Brithish India asked for gorkha soldiers to serve in their military in return of money, the Pandeys and Basnets were not interested but they saw the money incentive. So instead of sending the high ranking or the main gorkhali soldiers, they sent the janjatis, Rai, Limbus and Gurungs that they had easily captured during Prithivi Naryan's conquest to make his kingdom bigger.
To sum it up, not many know this, but the real gorkhali soldiers who fought and impressed the british india company were Basnets and Pandeys and not Rais, Gurungs or Magars as were are made to believe.