Don't judge him by his size or he'll spring into action and gut you - or your purse. It was hard to create a lot of connection to Speed's usual attire, so I tried to make that horrifying dagger reminiscent of his lance. But the real connection is the look; anyone who knows Speed should recognize that mug of his and that wirey frame.
As for the sunglasses, I think Thief Lancer probably pretends to be blind most of the time. There are lots of ways to rob people, including exploiting their senses of charity.