There does not appear to be an accepted name for a 500 sided shape. Where a specific name does not exist for a polygon then it is usually referred to by the NUMBER of sides. A 500 sided polygon is referred to as a 500-gon.
I would just call it a 500-sided polygon.
pentahectagon
The name for this polygon is a nonagon,
Pentacentagon pentahectogon
The name of a 7 sided polygon is Heptagon.
A hendecagon or an undecagon is the name of a polygon which has eleven sides.
Apothem!
Not surprisingly, it is called a side!
"Heptagon" is the name of a 7-sided polygon.
If measured on the inside of the polygon, the it is an interior angle.
A five-sided polygon is called a "pentagon."