You have your 'Calculate' script definition in the middle of the [enabled_plugins] section. The config you have causes the [enabled_plugins] section to end where your [plugin_Calculate] starts, and then the line 'p06 = SiloLevel' belongs the [plugin_Calculate] instead of [enabled_plugins], which it can't make any sense of so it fails.
You need to move it out, there is already a [plugin_Calculate] section a bit further where you can put your script, which also has some example scripts and and documentation for the 'script language'.
No, you only lose history if you for any reason lose the database file. PellMon will never delete it, but sadly it's not that easy to add new 'columns' to an RRD database, so the easiest way is to delete it and let PellMon create a new one with the new definition. As I said there are ways (look in the wiki) to add new 'ds-names' without deleting it, and you can also add a bunch of 'for future use' ds-names which can be taken into use later if needed, when creating the RRD.
And further, I see you still have the same number of ds-names in your RRD file as in default since you have removed these two:
d05 = oxygen_desired
d06 = oxygen
and replaced with these:
d05 = hotwater_temp
d06 = boiler_return_temp
As explained in the comment the ds_names does not matter at all, you could have left them at their default and just 'repurposed' them for use with hotwater temp and return temp, since you have no use for the oxygen readings. The connection between the RRD ds_names and the real data to put in them are made in the following [Pollvalues] section. (I know it's quite a lot to get a grip of, I think I have to break up the configuration file in smaller pieces sometime)
To remove something from the graph, just remove it from the [graphcolors] section then it won't show up.
