Hi.
In our forums we keep our threads focused on just one issue at a time to ensure we fully answer each of your questions/issues. Please keep this in mind for the future, and thanks for your understanding
1)
Regarding https://theeventscalendar.com/knowledgebase/configuring-filter-bar/#additional-fields
Your Additional Field will not appear in Filter Bar unless at least one event (past or present) has a value for it.
2)
Event Categories is a custom taxonomy (and therefore we provide a view for it), but the Tags you can assign to Events are shared across both Posts (regular blog posts) and Events (the tribe_events custom post type).
Therefore, if you delete a Tag, it will be gone and no longer available to Events or Posts.
Please let me know if you have any follow-up questions on this topic.