Remove small 30 inch baseboard Heater
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.