A widget shows "Widget removed": the tool's new version no longer offers this widget, so it won't update. Touch and hold it and choose Delete.
A widget shows "Tool no longer available": the tool this widget came from has been taken down, so the widget won't update. Touch and hold it and choose Delete.
A tool is missing from the Store: some tools are only offered in certain regions, so you may not see them where you are, and installing shows "Not available in your region". Tools you already installed aren't deleted and keep working; they just stop receiving updates.