He has a higher ts% and more win shares, he has led the rockets to having the second best offense in the NBA. I don't buy westbrooks teammates being bad, he just doesn't make them better the same way harden does.
RW has an insane usage rate, literally the highest of all time. Which is to say, he's the biggest part of his team's offense of any player of all time. Due to skill/efficiency curves, your TS% will go down as a function of your usage going up. Consider Dean Oliver:
RW is over 0.4. It's almost 0.42 (literally off the chart). His O-rating is still 112! Harden's is at 119 on only 34%. Impressive, but well within the realm of the others (literally on the Durant curve). RW's is on another planet in the context of the others having extreme dropoffs when approaching 0.35.
Individual players' win shares are biased towards strong teams because of the way it calculates marginal points. And it fails to take into account the skill curve and defense warping of someone at this extreme usage% when assigning credit, so rewards efficiency too linearly (ie RW gets less credit for his offense in win shares because he's somewhat inefficient without considering his gigantic usage% and the boost that has on his teammates who get to only take easier shots, and whom then receive higher proportion of team's win shares because they're now more efficient scorers, essentially punishing RW for benefiting his teammates).
As to your 2nd point, D'Antoni is well known for being a great offensive coach when he has the personnel who can make it work. Not to mention the heavy hand that Morey takes in ensuring his team's efficient shot selections. The Rockets also have like 5 guys who can hit 3's accurately.
Who can shoot on the Thunder? Just Oladipo at 38%, really. Roberson is a black hole in that regard. It's not a total surprise the Thunder have played better (same winning % as Rockets) since acquiring McDermott as another shooter off the bench. It's not that RW teammates are bad, but they mostly can't shoot nor create their own shots. Steven Adams is not that guy, and he's their 2nd best offensive player probably (with Dipo and Kanter). Donovan does them no favors either.
Harden assists on a lot of three pointers. Russ less so, partially because the team around him isn't equipped to shoot as many threes but also because he's just not the pick and roll player Harden is.
To me, it is LESS impressive if the guy is assisting on a lot of 3pt shots vs. otherwise (despite it being smarter basketball, Morey strikes again). By their nature, 3-pointers are often assisted. If your team is making a lot of 3s, you're just going to have more assists if you have the ball a lot. As you mentioned, if RW's teammates could shoot better, he'd have substantially more assists. This should not be an argument against Russ.