It’s actually the demo content or “saved” file keeping you from deleting them. First, make sure you “Override” and save all the options you want to keep. This imports them into the database from the saved file. Next, go to the sections for each of these items and delete the saved file.
For example, go to “framework/design-settings/saved” and delete all the PHP files (or change them to “.txt” files). Once this is deleted the options not overridden and saved to the database will be deleted.
You will find additional saved files in “theme-settings/saved” if you want to remove other settings.