Hi,
1. You need to enter the URL you want in that case in the "URL where you will be redirected when the cart is empty" option of the HikaShop configuration.
2. If you see a shipping method on the checkout with an address in the UK while you set a zone restriction to your shipping method, it means that either that zone, or that zone's sub zones, or these sub zones' sub zones have UK as a sub zone.
So I think that you indeed remove the UK zone from the European shipping zone but that you probably have the UK added as a sub zone of one of the sub zones of that European shipping zone.
I don't think that updating will change anything regarding these two issues.