The dashboard Widgets are located in your Library folder. Go to your Library folder and there should be a Widget folder. The widgets are stored there. I'm referring to the Library folder in your home directory.
My machine is running High Sierra so it may not be there in Catalina.
There's a free app in the Mac App Store that (disclaimer) I made and launched in May of this year called CurrentKey that lets you give Spaces a persistent name via the menubar. It also lets you give each Space a unique icon, and tells you how you spend time across your Spaces (and the apps within them). Because macOS API's are limited, the names stay in the ...
You can use Mission Control Plus to close windows in Mission Control: it adds an "X" sign on the upper left corner of a window when you hover over it; clicking the "X" sign would close that window.
You can also close windows by using the cmd+W keyboard shortcut, or the mouse middle click.
Full disclosure: I'm the developer behind Mission Control Plus.