I can tell what some of these things are:
- Adobe call them 'ports' - you get them at start and end of text boxes.
- Empty text box is positioned to the side of vector shapes. Obviously, what you see as text ("MERCADONA") has actually been converted to outlines. Text box shouldn't have any real connection to those vector shapes.
- Not sure but I'd guess they're grouped or it's a 'Compound path'. Try ungrouping them. Or, under 'Object > Compound path' in menubar, select 'Release' to separate them (if it's greyed out then they're not a compound path).
- The diagonal line shows the link in a text 'thread' - that's when you make text flow from one text box into another. It seems the end of that text box ('out port') has been linked to the start of itself ('in port'). I guess that's an accident?
Basically this artwork is a bit mangled with an unnecessary text box over the top. I can't tell exactly what's going on from the screenshots. Going through layers in the Layers palette may help you unpick it.