You can use Wildcard Search to set up search criteria to automatically include tables in your union. Use the wildcard character, which is an asterisk (*), to match a sequence or pattern of characters in the Excel workbook and worksheet names, Google Sheets workbook and worksheet names, text file names, JSON file names, .pdf file names, and database table names.
When working with Excel, text file data, JSON file, .pdf file data, you can also use this method to union files across folders, and worksheets across workbooks. Search is scoped to the selected connection. The connection and the tables available in a connection are shown on the left pane of the Data source page.

Explanation
When you connect to a new data source, Tableau assigns each field in the data source as dimension or measure in the Data pane, depending on the type of data the field contains. You use these fields to build views of your data.

You can create aliases (alternate names) for members in a dimension so that their labels appear differently in the view.
Aliases can be created for the members of discrete dimensions only. They cannot be created for continuous dimensions, dates, or measures.
To create an alias:

1) In the Data pane, right-click a dimension and select Aliases.
2) In the Edit Aliases dialog box, under Value (Alias), select a member and enter a new name.

To submit your changes: In Tableau Desktop, click OK.

On Tableau Server or Tableau Online, click the X icon in the top-right corner of the dialog box.
When you add the field to the view, the alias names appear as labels in the view. For example:

Yes, due to the nature of blends, there are some conditions as follows from the official documentation that must be kept in mind while working with blends:


In addition to handling calculations slightly differently, there are some limitations on secondary data sources.
You may not be able to sort by a field from a secondary data source, and action filters may not work as expected with blended data. For more information, see Other data blending issues.

Data blending is performed on a sheet-by-sheet basis and is established when a field from a second data source is used in the view. To create a blend in a workbook already connected to at least two data sources, bring a field from one data source to the sheet-it becomes the primary data source.
Switch to the other data source and use a field on the same sheet-it becomes a secondary data source. An orange linking icon will appear in the data pane, indicating which field(s) are being used to blend the data sources.

According to the official Tableau Documentation:

To read more about Data Blending, click on THIS link.