Hello,
1) Once you install theme it saves Theme Options to DB that’s why if you just remove files you won’t remove information from DB.
2) About your message in private content. In this case, we can’t guarantee that previous theme did not make any wrong changes in your DB. Provide me access to your Dashboard and FTP, I’ll check what caption do you see in theme options and try to help you if it’s not related to previous changes in DB.
Regards