1. I don't think there's any way to force this in Tableau. It puts more cognitive load on the viewer when data elements are repeated, so Tableau doesn't display them in the headers unless it's required to, such as in the Display URL field on Sheet 1 in your attached workbook. (Neither does Excel when using pivot tables). If you move the Headline blue pill to the right of the Line 1 blue pill, you will see that "Red Sneakers" is now repeated.
2. Tableau doesn't sort measures, it sorts dimensions by the chosen measure(s), data source order, or manual sort. It took me a bit to wrap my head around this at first, after years of selecting a column and clicking Sort in Excel. The dimensions that are sorted in a view are highlighted in bold. On Sheet 1 in your attached workbook, the Display URL pill is sorted. You can change the sort by clicking on the pill and selecting Sort... from the menu, by manually dragging dimensions around, or in Tableau 7 by using the one-click sort options on measures (that change the sort for the right-most dimension pill).
There is a workaround to get the desired view in your first question. Right click on Line 1 in your data box and select Duplicate. Then, place this Line1 (copy) field to the farthest left on the rows shelf. Right click on it, and un-check Show Header.
In terms of question 2, Jonathan is spot on.
Hope this helps!