The name is Deceived. There is also a short story about his childhood called "The third lesson". It is amazing. There are also 3 cinematic trailers where he is featured for the mmorpg called Star Wars: The old Republic. You can check in on Youtube. The names of trailers are: Deceived, The Hope and Return.
Because it's actually more intimidating to have nothing. Think about the most intimidating Sith. Was Malak intimidating? No, he was wearing a bright red suit that clearly showed his body. Was Vader intimidating? Yes, he was wearing a suit that covered everything, and most of the time you couldn't even see the armor under the cape.
People fear most what you can't see. It's impossible to see Malgus' eyes here, and that is incredibly powerful.