Hello, Bitcointalk

I have two questions and sorry if anwers already exist on some thread, but I haven't found it.
1. How to import private key to a wallet that created by seed. Sweep is unsituable if you want to use vanity address. I found the way is just create new separate wallet by importing keys.
You cant. It was possible in electrum 1.x, but removed in 2.x, because people lost coins AFAIK. The seed can not cover addresses that are not generated by it. You can import the private key for the vanity address into a specific wallet however. That way its really obvious that its not covered by the seed and you need to keep a separate backup.
2. Will addresses from "used" category be deleted ever by Electrum? I don't want to lose them.
No, its just to encourage you to use new addresses, because its best practice to do so.