Do you see in Scripture that the Messiah is supposed to wear a tallit and call himself Yeshua?
Yes! "But for you who revere My name, the sun of righteousness will rise with healing in His wings" (Mal. 4:2)
Men don’t have “wings”…. The Hebrew word for "wings" used in this passage is kanaf, which is a word that specifically means the fringe-like feathers or edges of a bird's wing, not the whole wing. All of us have seen an eagle or hawk circling in the summer sky and have seen these fringe-like feathers. This word, therefore, had two meanings and could be translated wings, or fringes.
This refers to his tallit. Why? Well, the "Greek" mindset imagines a tattoo or something similar on the thigh of Y'shua (Jesus) when he returns as "King of Kings, and Lord of Lords" (Rev. 19:11-13,16). But the Hebrew mindset sees something more realistic: The tzit-tzits (braid/knots/tassels) of Yeshua's tallit (prayer shawl) falling across his thighs when He returns to earth atop a white horse!
What are we saying? Well, each letter of the Hebrew alphabet has a numerical value. Consequently, the knots of the tassels on the four corners of a tallit spell out the name of YHWH....(There are actually different trains of thought about this, depending on how the knots are tied. The Sephardics tie the knots in windings of 10, 5, 6, 5 which spells out the numeric values of "YHWH" but the Ashkenazies use windings of 7, 8, 11, 13 which, adds up to 39, which is the numerical equivalent of Deuteronomy 6:4 which cites the Shema.)
As for Yeshua’s name:
Isaiah 7: 14 Therefore the Lord Himself shall give you a sign: behold, the young woman shall conceive, and bear a son, and shall call his name Immanuel.
Isaiah 9: For a child is born to us, a son is given to us; dominion will rest on his shoulders, and he will be given the name Pele-Yo'etz El Gibbor Avi-'Ad Sar-Shalom [Wonder of a Counselor, Mighty God, Father of Eternity, Prince of Peace],
Jeremiah 23:5-6: 5 "The days are coming," says ADONAI when I will raise a righteous Branch for David. He will reign as king and succeed, he will do what is just and right in the land. 6 In his days Y'hudah will be saved, Isra'el will live in safety, and the name given to him will be ADONAI Tzidkenu [ADONAI our righteousness].
Proverbs 30: 4 Who has gone up to heaven and come down? Who has cupped the wind in the palms of his hands? Who has wrapped up the waters in his cloak? Who established all the ends of the earth? What is his name, and what is his son's name? Surely you know!
His Name IS Yeshua which, in Hebrew, means "Yahweh is salvation." Y'shua is the only Heavenly Entity who has the Name of Yud Hey Vav Hey (YHWH/Yahweh) within His own name! The angels/messengers all have the title of Elohim (God) within their names: Michael, Raphael, Gabriel....
The Name above all Names, however, is YHWH.
John 17: 11. Henceforth, I will not be in the world, and these are in the world. And I am coming to Your presence. Kadosh  Father, keep them by your Name , that which you have given to me, that they may be one as We are. 12. I was with them while I was in the world. I have kept them in your Name ; those whom you have given to me, I have kept. And not a man of them is lost except for the son of perdition, that the Scriptures might be fulfilled. 13. And now I come to Your presence, and these things I speak in the world that my joy may be full in them. 14. I have given to them Your Word and the world hates them because they are not of the world as I am not of the world. (AENT)
 Kadosh/Set Apart means that YHWH and His Word will never change; we can put our trust in Him knowing He will keep His Word.
 A very key passage. Aramaic literally reads that YHWH gave His Name to Y'shua; therefore, he has the Name of his Father within him.
 Y'shua keeps them in YHWH's name so when we call upon YHWH in Y'shua's name, we are calling on YHWH for Salvation. As the Name of YHWH is in Mashiyach, so are we to have the name of Mashiyach in us, which means that as followers of Y'shua we are to walk according to his righteousness, observe Torah and walk in the anointing of the Ruach haKodesh as Mashiyach demonstrated to us.