Well...first, you need to recognize the difference between a name and a title. For example:
- Mr. President - title
- Barack Obama - name
- President Obama - both combined
Now, in English, these things are all titles:
- God (when capitalized)
- the Lord (when "Lord" is capitalized)
- Lord (when capitalized)
So: to answer your questions:
1) Is Yahweh a name or does it means The Lord?
This is a little complicated.
- "Yahweh" is a name
- "Yahweh" does not mean "the Lord" (scholars have theorized various meanings, such as "I am what I am" and "I am he who is". In general, all of the proposed meanings include "I am".)
- However, it is a convention in English - and has been convention in other languages at least since the time of Jesus - to use the term meaning "the Lord" in place of the name "Yahweh". In the Biblical New Testament, in every single case in the original language copies of those documents, the term meaning "the Lord" is used instead of "Yahweh". This includes quotes from Jesus. When Jesus quotes an Old Testament passage that includes "Yahweh", in every single case the Bible records Jesus using "the Lord" instead of "Yahweh". Scholars know that the name "Yahweh" was considered by Jewish people too holy to speak or to write in the time of Jesus with two exceptions:
- it could be written only when copying holy documents (i.e. Old Testament documents)
- it could be spoken one day a year, by the high priest only, during a particular religious ceremony in the Jewish Temple
So - apparently Jesus and all of the New Testament authors followed that convention, one considered a religious rule by the Jewish people in the first century.
2) Elohim
"Elohim" is a Hebrew word that can have any one of several meanings. When it appears in the Bible in plural intensive form, it is most often translated "God", which by English convention means "the god", the God of Abraham, Isaac and Jacob. Scholars believe that the plural intensive form is essentially identical to what we call "the royal we" or "the plural of majesty". (For example: when Queen Elizabeth II speaks in formal situations, she uses the term "we" to refer to herself. That is considered proper grammar in that context.) However, the word "elohim" appearing in a regular plural form (not plural intensive) indicates that it has a more "common" meaning - usually, "ruler". More info:
http://www.studylight.org/lexicons/hebrew/hwview.cgi?n=430
When a word has so many different meanings, obviously context is very important in determining the exact meaning.
3) El Shaddai (Lord God Almighty)
This is a mistranslation. Although "el" means "god", scholars are quite sure that "shaddai" does not mean "almighty". Unfortunately, the meaning of "shaddai" is not certain and is disputed by scholars. It has become a convention in English (and several other languages) to translate "shaddai" as "almighty", and only because the exact meaning remains disputed is that still the most common translation.
4) Adonai means My Lord
The Hebrew word "adonai" means only "lord" - not "my lord".