HowTo delete the Database ConnectionStrings stored in Visual Studio?

You can manage them from the registry: HKEY_CURRENT_USER\Software\Microsoft\VisualStudio\12.0\SSDT\ConnectionMruList

I did recognize that the connections are stored in the Server Explorer. "View --> Server Explorer". The Data Connections stored there can be deleted.

Yes can view your added schemas in the "Server Explorer" in Visual Studio. Just, right-click the schema and delete it.