Unlike Dune (2000), when Leto and Ghanima go into the desert, they are not wearing still suits. Rather, they are wearing simple masks. While one could assume that this reflects the changing habitat of Arrakis, the desert is still the desert and water must be recycled via a still suit.
Wensicia repeatedly calls Jessica "Jessica Atreides". However, that is not her name. Jessica was never married to Duke Leto Atreides (Paul's father). She was his concubine, as he was expected to one day marry a woman from one of the other noble houses, for political reasons. Jessica is simply referred to as the Lady Jessica.