I will take a stab at it. feel free to correct me... no hard feeling

I would like to study the right context rather than meditate over uncertainty...
1)what is shake down?
To my understanding, shakedown is the process when the pipe material plastically deforms in a hot stage and then goes back to elastic phase in a cold state. After the cold to hot and back to cold operating conditions (aka 1 cycle), the material self springs (aka has residual stress). Then after the next cycle, from cold to hot, the piping stresses must overcome the residual stresses before it can actually cause stresses on the pipe.
2)Explain self limiting stresses and why primary loads are not self limiting?
Self limiting stresses are stresses caused by thermal strain. For a controlled cased, a heated pipe will expand a certain length due to a Temp limit (aka design temp). It will not grow longer than it did in its previous cycle. If the material were to be constrain, it would yield thus relieve the stresses. Therefore, the material will yield but eventually "shake down" during the cooling stage. But for certain, the strains leading to stresses will not increase throughout the cycles because the piping system will not go above its design temp.
Sustain loads are continuous forces (weight, pressure, external loads) acting on the system. If something yields, its cross sectional area will decrease and the loads will stay constant;this will cause progressive stresses that will eventually take the material to failure.
3)what is ratcheting? Is it the same as cyclic fatigue?
material that plastically deforms every peak in the cycle. This reduces cross sectional area thus increases stresses. Because the same loads are applied after each load, stresses are increased and exceeded in every cycle.