Nice work. Can’t say for sure why those particles are staying put. The general rule of thumb for particle system is to spend an hour or so saving different versions, checking checkboxes, sliding sliders and changing configs, re-baking and having a look. I’d literally just start making random changes all over and re baking.
Making the mesh disappear can be done many ways, here’s a thread from 6 years ago, but the ideas still work today!