The noun “sovereign” refers to one who possesses or holds supreme political or ruling power. In this case, a “sovereign” is like a king, queen, or monarch. As an adjective, like it's used here, “sovereign” refers to something as self-governing or supreme.
"like a good Mussulman and fatalist..."See in text(Civil Disobedience)
A Mussulman refers to a member of the Muslim faith and is synonymous with “Muslim,” a term more popular in today’s usage. Thoreau states that those who believe in the power of an omnipotent deity, such a Muslim’s believing that everything happens in the world according to the direction of Allah, indicate a type of fatalism and inevitability.
The noun “Malays” refers to the Malay people and their language. This ethnic group inhabits the Malay Peninsula, south of Thailand, and parts of Sumatra and Borneo. The noun and adjective “Malaysian” refers to the nation and citizens of Malaysia.
When “lyceum” is spelled with a capital initial, it refers to the proper name of a garden in Athens, where Aristotle taught his philosophy. Lowercased, it alludes to places of study or instruction. Thoreau is using it metaphorically here to make a claim that intellectual thought is as important as religious beliefs and that one should not be taxed at the expense of the other.
The term “demagogue” has historically referred to a leader or powerful orator who gains power by appealing to people's emotions and advocating for them against other parties of a state. In modern usage, the word refers to a political agitator who appeals to the passions and prejudices of a mob in order to further his own interests.