How did Ying Zheng get the name Qin Shi Huang?

After unifying China, he thought that he was greater than "Three Sovereigns and Five Emperors" in ancient times. So he named himself as Shihuangdi (first emperor of Chinese history).

The walls almost covered the border line between the Huns and Qin. If they tried to go around the walls, then they should pass by other countries. I don't think kings of other countries would let them enter their countries.