1) This is no image but a css to show the two dots as a loading icon.
If you do not want the loading in your website then disable the page load from the wplms->miscellaneous->page loader, refer: http://prntscr.com/eynkef
2) This is already present in the menu, refer: http://prntscr.com/eynkzf
If you are unable to see this, then click on screenoptions (at the top right side of the screen), and enable the link target property.