Baseboard Heater-Trying to identify brand

Judging by the diagram (Fig.2) at the bottom of the 1st page on the install instructions you've linked, you should be connecting your Black L1 to the baseboard's Black, Your Red L2 to the Baseboard's Blue, and your ground to the Baseboard's Ground screw.
This baseboard heater doesn't require a Neutral for a North-American split-phase 240V supply.
You only need Live/Neutral if you have European single-phase 240V.

There's a slightly clearer version of the instructions here, with this diagram on page 2:

Most electric heaters that I have seen are direct wired. In other words the line voltage wire does not have a box in the wall the same way a wall switch or receptacle has.

You can remove the heater but if there is no box present you should add a "old work" box to terminate the wires in. since there are units active beyond the one you are removing, yes, those wires will need to be reconnected to carry the circuit to the other heaters. The added box will allow a junction box cover to be attached.