You take the ATP written like everyone else that doesn't have one after CTP ground/sim.

Does the oral exam guide for ATP (the green book) help for the ATP check ride?

You are going to be trained under our AQP (Advanced Qualification Program) and be tested according to our manuals. No need for that guide.

Buy shep air and pound through that written. After that let SkyWest give you what you need.

Nope, just worry about Sheppard Air. Don't over do it either, you only need to start studying about 1 1/2 to 2 weeks out otherwise you will peak and start getting questions wrong on the test. If you absolutely want to get ahead on something, just study Part 121 and brush up on instruments. Good luck, it's a good training program.