Me too, although I have been a user of Dolphin since version 3.5 in DOs I think the CAD side sucks.
I import everything as a DXF and just define the contours.
I'll try to answer you questions in order.
I hardly ever use this feature delete is the same as ignore or hide.
If you need to delete a layer delete / move it to an unused layer like 0 and hide it.
Instead of editing it's quicker to delete it and start again.
When you define a contour the depth in the contour box is the depth of the part to give the correct view.
In the operation chosen say go round or area clear select approach and then ramp to inch your way into the cut.