I was told not to use the title "doctoral candidate" even in academic circles until I am preparing for my dissertation defense. Even to those of us who know what the term means, we're not near "candidacy" for a doctorate until that point. It would really be stretching the term to use it when we are still in classes/ haven't gotten a masters/ haven't passed comps.
This slightly misses the point. The issue is not when you technically can or cannot call yourself "docotoral candidate." It's an academic distinction, and of course you're not one until you have been officially advanced to candidacy.
The ethical issue has to do with using the title publicly (eg, with clients/patients, their family members, the press, etc). Even if it's technically true that you are a "doctoral candidate," the ethical argument is that the general public may not understand the nuance of this term and, as a result, think you already have your doctorate.
So moral of the story? Use the term academically, but not in clinical contexts.