Is it me or does Darth Sidious make you seemingly invincible (figurativeley)?

To answer your question, it is you. At least with your current level and heroes.

Second, click on a hero in the character section and below their image is a little circle with three bars, click on that. Scroll to tenacity and it will have a description.

Lastly, Sid is good as noted, but not the best, and easily defeated at higher levels, especially in arena where the match is usually over in 2-3 turns anyway. In GW I usually focus him down first unless, as noted previously, there is someone more dangerous.