You need to give way more information (which hard disk, atv2 has none, you mean a NAS hard disk? What files did you move, How do you try to remove the Favs, What is the error/result, also post a debug log(wiki) from when you try to remove them).
AppleTV4/iPhone/iPod/iPad: HowTo find debug logs and everything else which the devs like so much: click here
HowTo setup NFS for Kodi: NFS(wiki)
HowTo configure avahi (zeroconf): Avahi_Zeroconf(wiki)
READ THE IOS FAQ!: iOS FAQ(wiki)