1. Do you think I did anything wrong and how am I supposed to play this? I can't like forget that she is an evil lich.
I don't think you did anything wrong, or at least not on purpose. Blurting out that the character with the lame sinister name is a Lich, is akin to blurting out that Darthvader is a certain someone's daddy during a StarWars rpg. Spoiling this 'twist' is a shame for your DM and fellow players, but I don't presume malice on your part.
As I DM I never expect my players to separate character and player knowledge. If they as players don't trust an npc, then they are well in their right to not trust that npc as characters. Because if I did, then my players would have to act willfully ignorant and act surprised when the obvious is eventually revealed. I want my players to be actually surprised. Because if they are, then so are their characters. And they'll also be engaged by this more.
So as a DM, I see it as my duty to make my twists not quite so obvious. The villain isn't going to be called Shadowmantle, and I won't pick my twist from a book that any of my players could have read. I also throw around some red herrings, to try and prevent them from second guessing my twists. Sometimes that works, and sometimes it doesn't.