Sprite Request - Sephiroth + Safer Sephiroth (Monster Sprites)

I went on TSR and found nothing... No sprites anywhere on that japanese database site.

I talked about making a request on the forum of the community of TSR or others spriting community. Search a bit... And I talked about the japanese WEB, not only the two site I posted the link of.

Man, I wish there was some Sephiroth sprites, like, in the overworld and monsters to replace Kefka, but I found nothing, so I can't replace Kefka at all...

You didn't look very far. There is two Sephiroth character sprite in the database: https://www.ff6hacking.com/forums/downloads.php?cat=7

Also, does someone know any tool to edit a character's name in the game?

You can use FF3usME for this. The editor can be found on Lord J's site or in the tools section.