hello prankenandi-andré, I usually speak in french,
all the indications given to you are good. If the water you want to measure is a large volume (pool, tank or aquarium) whose temperature does not change quickly (with a large thermal inertia), you can use the sensor in the sleeve as you intended, it is not unprofessional! The air layer between the inner wall of the sleeve and the sensor will only cause a delay of about 30...45 seconds in the measurement, which will not be noticeable if you do continuous measurements, for example every 2 minutes.
If you fill the sleeve with a compound as indicated, you will reduce this response time, depending on the thermal conductivity of the compound.
Seal the joint between the sleeve and the electric cable with a heat-shrinkable sleeve or glue, so that water does not get inside.
If the temperature difference between the volume of water to be measured and the ambient air temperature is more than 5...10°C, the most important point to respect is this: a length of sensor extension cable of at least 20... 30 cm must be in the environment to be measured (i.e. in the water): if you don't do this, if your sensor is only immersed for the length of the sleeve or a little more, the thermal conductivity of the cable which is out of the water will cause the air temperature to modify the measurement of the water temperature.
If the water whose temperature you want to measure is a small and rapidly changing volume (a trickle of water), then yes, you will need a thin sleeve that is a good thermal conductor and filled with a compound that is also a good thermal conductor.