I'll try to hit all your questions, but might miss one:
Without hacking, you can only choose from one of several Wake Words (aka name). Choices include Echo, Alexa, Computer. There's four or fiv echoices, obviously, I can't remember the others
Each device can have a different wake word, or use all the same.
Without hacking, you can't change the voice. Alexa's voice is all you get. Maybe if you change the country you're in, but that's probably region-coded to your account.
You can name each device. I name mine after the room they are in, so I know where they are.
Then, you create a Group, named after the room you want to represent.
Then you assign the Device and lights/switches to that group
With that Grouping setup, when I walk into the kitchen and say "Alexa, Turn on the Light", it looks at the Device that heard the command, sees what group it is in, and turns on every light assigned to that group.
That part should be spot on what you you wanted. Took me a while to find out about that feature.