Stepin was from Andor. We don't know for sure if it's specifically Andor's interpretation of the Forsaken, or if every culture will have different images/associations. It's a clever way of merging/cutting too I guess if people believe slightly different things. They are basically mythical at this point. But I don't think the show will over complicate tbh. My guess is they will simplify Ishy down to just that one name and we won't hear the Ba'alzamon title (although interestingly they've already identified Ishy as "the last man to bring the dragon to the dark one" but given him one of the DO's titles as well). But anyway, I think the fact his face looks a little like the dream mask is just viewer's first, very obscure hint that the creepy dream guy IS Ishy and not the DO, and that yes as Stepin and Lan wonder, they do have some ability to exert influence on the world.
EDIT: oh, and also, my husband is quite gleeful that you called him clever lol
EDIT: oh, and also, my husband is quite gleeful that you called him clever lol