True-Name Nemesis doesn't have a triggered ability, so it's not possible to simply "miss" the ability. If you think your opponent failed to choose a player, you must mention it.
The Abyss has a target, and the ability is always controlled by the player who controls the Abyss (even if it's not that player choosing the target). This matters when checking target legality vs. True-Name Nemesis or any hexproof creature!
Protection from a player? What does that even mean?? We explain that for you because of the new unique card True-Name Nemesis!