What is the material of the Falcon 9 outer casing/electron shell, and what is the technical jargon for that specific part?
The question you ask in the text (about the material) is answered here for the Falcon 9. You need to understand that the fuel and oxidiser tanks are the bulk of the structure, so the other wall of the tanks is the outer sheet of the stage for most of its length. They are made of an aluminium-lithium alloy. The domes at the ends of the tanks are plain aluminium and the faring which covers the payload is carbon fibre (wikipedia). The question about the thickness is answered here -- about 5mm (3/16 of an inch).