So the first two are obviously the Skyview Temple and The Earth Temple.
Is the third the Lanayru Mining Facility?
The number of heart containers hints that the Lanayru Mining Facility is the third dungeon. There is some heart container discussion here: http://www.zeldadungeon.net/2011/11/japanese-skyward-sword-website-update/#comments
1 heart container seems to have been acquired from each boss preceding the dungeon-Ghirahim, Scaldera, and Tentalus (Overworld boss).
As for the Ancient Cistern and Fire sanctuary, those are the fourth and fifth dungeons respectively for you are collecting Farore's and Din's essences. I'll try to find a link if I can sometime soon.
Didn't the GameTrailers Video Review show that the sheikah is Impa?