The physics settings in the editor are ‘global’. Loading scenes is additive so it doesn’t actually change the physics settings when you ‘load’ a new scene as far as I know. You are better off changing the physics settings in code when you change between scenes.
HTML CSS UI DOMs are added to the ‘webpage’/window and are not part of the PlayCanvas scene hierarchy, therefore they are not removed when you delete entities/scene objects.
A fix would be to remove the DOMs from the page in a onDestroy function of the script that created them in the first place.
There’s no real concept of changing scene in PlayCanvas. Scenes are loaded additive hence the need to delete the scene root entity to remove them from the scene hierarchy.