Is there an option to remove a certain feature from map? Let's say I don't want a certain settlement, can I delete or hide it? I know you can hide all of them, but is it possible with just one?
Currently it is not possible to remove individual map features. You can hide all the settlements (Details > Towns > Hidden). Or you can remove a specific settlement from the almanac ([Town name] > Remove from almanac), but this only removes its name from the legend.
It is very easy to remove a town icon from an exported SVG. For example, you can open it in Chrome, right-click the icon and choose "Inspect". Then right-click the enclosing group of the highlighted element (that will be the group for the whole icon) and choose "Delete element".