Several times I have wanted to destroy a no-longer useful building to free up space. Half the time when I do that, it also destroys all downstream buildings AND the connecting road. I didn't ask it to destroy the road, just the building. How do you avoid this?

This game is so frustrating. There is so little information on the net, which surprises me given how popular this game is supposed to be. What info I can find is contradictory or woefully inadequate, such as "building guides" that basically just parrot what's in the manual, like "this building does this" but no info on dependencies, space needed, how to place roads efficiently, where/how many wells to build, optimal distance between supply sheds/headquarters, and how to keep destruction of a no longer used woodcutter's shed from destroying the farm next door.

Strange problem.

If you want to destroy just the building you have to do it in the building menu. If you use the flag menu the game destroy the road and the building linked to it.

For guides you could search for guides for the original Settlers 2.

Most guides are on German websites, like this one:
http://www.siedlercommunity.de/siedler2-ng/

you can use google translate to read.