Regarding the first issue, if you're talking about the outer frame of the curtain wall, no you can't delete that. But you can do trim-to-roof trims on curtain walls and trim off the outer frame if you need to.
A technique I use in conjunction with this is I have a layer called HOLDING that I use to dump what ever in. When I'm modeling curtain walls I save those trimming steps to as close to the end as possible. Before I start to trim, I'll copy and paste the wall to preserve what I've already modeled at that point in case I need the wall un-trimmed later. And I do this right before I do each trim as well until I'm done with the trimming of that wall. Then I dump those copies in the HOLDING layer just in case I need any state of that wall later on so I don't have to repeat work to get it. Most of the time I don't use it and end up deleting them, but the over head of copying the wall and dumping the copies to the HOLDING layer is negliable and I don't notice it. But I've have quite a few times when I needed an untrimmed version of a curtain wall and I've appreciated that I went though the trouble of preserving my past effort as it can be a chore to reset up a curtain wall from scratch later.