Mahadeva in India was often painted red.
Sheik's opponents are characters who wear masks or other forms of headwear to conceal their identity.
Well, if you want to get in all these dumb specifics and for the sake of arguement, the only way to know is from the creator themselves.
Failure is your chance to start again wiser than before.
According to the game's manual, this incarnation of Zelda has been put into an eternal slumber after refusing to give up the power of the Triforce.
Physical transformations are the norm in this reality, where putting on a mask transforms Link into another kind of creature at will.