Why does sheev say he's thessanat when he's clearly called sheev?

Thessanat is his middle name, which he prefers to go by.

Why the fuck did I watch the whole thing?

This brings up an interesting point, why the fuck didn't Wendy take extra precautions when he found out the truth from Anakin? Like send Anakin off world and play along with Sheev until Yoda and other really high masters came back?

Because prequels.

I dunno, it would have totally made sense if they had played to Samuel L. Jackson's strengths and had him play a more aggressive Jedi, someone who would act on that information without thinking too much.

Unfortunately they didn't do that.