How are you deleting them? directly in the explorer of your computer (explaining the missing region warning) or do you select a skin and delete it?
If the answer is yes, don't do this and delete them from Spine instead, so you can retrieve them later.
you should manually select the bones that remain unused and delete them, but bones shouldn't cause you problems unless you were using 100 of them just for a single skin, which is highly unlikely, so you can also leave the bones in place.
to get rid of unused slots you'll have to manually check if a slot is used in a skin that you need
The attachments or slots are visible only in a skin if they're in a skin placeholder or they're always visible if they're outside of a skin placeholder.
only attachments inside skin placeholders are safe to delete, if you always keep attachments inside them you can:
select a skin
filter the tree on attachments
delete them
but if you don't, you'll have to be careful and do this by hand instead.
If you keep the tree filtered this process shouldn't be too time consuming.
Although a missing region error still makes me think more that you could have some wrong paths set somewhere.
Is your project structured so that you keep your Images folder inside your project folder?