Shared App permission would work in the following way:
When share an App, under the App Detail page, when adding the user, there would be Permission (Can Edit, Can use) ready to choose.
When Can edit is selected, then under the SQL Server connection detail page, the Permission for the shared user would be automatically updated with "Can Use and Share".
And yes, users who has been shared to use the App would be able to find the shared SQL connections and the Delete option under the Connections tab in PowerApps web portal, but they can't delete this conneciton, as when clicking the delete icon, it will remind the user for lacking permissions:
For the connection usage part, yes, it could be seen by the shared user, and currently it seems to be not available to configure permission on that.
Please consider submit that as an idea, to have permission configuration available with the Connection details.