If an effect prevents a piece from being damaged or destroyed, does that also prevent the piece from being removed or replaced?

If an effect prevents a piece from being damaged or destroyed, does that also prevent the piece from being removed or replaced?

No and no. While "destroying," "removing," and "replacing" all result in a component being taken off the island, they're mutually exclusive effects.
A small number of effects separately protect against more than one of Destroy, Remove, and Replace:
  • "Stubborn Solidity," a Unique Power of Stone's Unyielding Defiance, prevents Dahan from being changed in any way.
  • "Fortify Heart and Hearth," a Special Rule of Hearth-Vigil, explicitly prevents Dahan from being destroyed or replaced by Events. (It doesn't prevent them from being removed, but no such Events exist as of the release of Nature Incarnate.)
  • "Thwarting the Sneaky Thieves," a rule in the Despicable Theft scenario, explicitly prevents Thieves from being destroyed, removed, or replaced in certain circumstances.