[RPG] If an attacker targets a creature with the Sanctuary spell cast on them, but fails the Wisdom save, can they choose not to attack anyone else

From page 11 of the Monster Manual:

A creature that can make multiple attacks on its turn has the Multiattack ability.

So Multiattack is an action that allows a monster to make multiple attacks; that's the whole point of it.

If you look at any monster that has Multiattack, such as the Aboleth (first monster in the book with Multiattack) its attacks will be listed individually, and then Multiattack will say something like:

Multiattack. The aboleth makes three tentacle attacks.

So even without the general rule, the monster's statblock usually specifically states that Multiattack is made up of multiple attacks.

This being the case, the Rogue can only Uncanny Dodge against a single attack, but on the other hand, the creature has to make a Wisdom saving throw every time it wants to attack someone protected by Sanctuary.

Yes, the attack being caused by Sanctuary will not prevent it from triggering Sentinel. You've already quoted the important rule:

When a creature within 5 feet of you makes an attack against a creature other than you (and that target doesn't have this feat) you can use your reaction to make a melee weapon attack against the attacking creature.

There's no conditions placed on this. If a creature within 5 feet of you makes an attack against a creature other than you, you get your reaction to hit them. It doesn't matter what kind of attack, it doesn't matter what caused the attack. Any attack triggers Sentinel.