Regarding the specific questions: A 20 minute talk needs to be incredibly focused; there is not much time. Normally, explaining your results and they context they fit into will take all your time, and presenting the proofs is not a good idea. Especially in the 20 minute time frame, you should think of a talk as an advertisement for your paper, not a replacement. (Corollary: Your paper should be on the arXiv before you speak!) That said, if the key new idea that you are bringing is a proof, and if the proof has a key idea, it can work to sketch the key point of the proof.
Numbering Theorems and Lemmas is not likely to be useful. If you are going to refer to a few key results throughout the talk, I would suggest giving them descriptive names instead: "the lower bound", "halfway to Smith's conjecture", "the key regularity hypothesis", etc.
More broadly, I am sure that every mathematician has their own method, but here is how I write a talk:
Wander around explaining the result to myself, on long walks or while cleaning the house. Imagine how I might present it to different mathematicians I know.
Outline the talk in pencil on a notepad.
Make a rough draft of slides in LaTeX, omitting figures, difficult equations, references and complex typesetting.
Print out the slides on paper, turn on my stopwatch and give the talk 2-4 times. It is important to actually speak out loud and include places where I will pause and make transitions. Note on the slides in pen any points that I want to add or revise. This is usually the stage at which a lot of material gets cut for being too wordy or complex.
Make the edits I noted.
Run the talk again to make sure that the edits work.
Add figures, equations and references. Tweak slide layout. Make a cover slide.
Ideally, return to the rehearsal stage and run the talk another 2-4 times.
I'll often memorize an opening sentence or two, so that I sound confident and say what I want to at the start.
It's been a while since I gave a 20 minute talk; I think the last time was at an AMS meeting in 2017. Here are the slides for the two talks (1 2) I gave there. The first presents a proof; the second (more typical for me) does not.