One way to remember the differences between Copyright and Trademarks, is to look at Dynamite Comics.
They can publish a Tarzan comic, because the character and the stories are now in public domain, but they can't use the well know Tarzan logo or name, both of which are Trademarks owned by the ERB estate, so the Dynamite Tarzan comic is called Lord of the Jungle and has it's own logo, but they can use the name Tarzan in story.
Another good example of a trademark is how DC let the trademark on Captain Marvel lapse, so Marvel comics trademarked it. But DC can still use the name Captain Marvel, in the stories not on the cover in any prominent way.
Batman's logo. the courts said DC couldn't copyright the generic silhouette of a bat, so the put it in an oval with a yellow background.
The individual work, (each comic, novel, short story, movie) = copyright
The Name, and/or Logo, = Trademark
It sounds like you are ready to trademark your character name and it's logo art, but you don't have a finished story to copyright, you have individual sketches.
As I understand it, a copyright applies to a whole work, and a pile of individual sketches does not fit that description, and copyrighting each image or sketch could get costly. (Isn't that why comics have ashcan editions? So they can copyright the comic before publishing?)
Save your copyright fee for the first whole work, the first comic, novel or one strip or multi-page story...
As far as your sketches etc, you don't need to file for a copyright to claim each one. The mere fact that you did something and publish give you the copyright, the ownership. It's not as defensible in court but it would be tough to prove when you own the original sketch and have a scan with a date created on it. I've claimed hundreds of pieces of art online, through deviant art and my own sketchblog, several of which have been used without my permission, but every single one of the people gave up any use or claim the moment I challenged them. No one will fight you over your art (I know also use watermarks which helps).
Sounds like your main concern is the Name. Is the character name the property as well? Design a logo and get that trademark and hurry up and publish a short story with the character, on a blog or something, copyright that. You can always use it again whenever you want. Submit it for the anthology we are working on here!
But don't take my word for it, I'm not a lawyer this is just my understanding of it all from what i've read.