Settlers Headquarters

[HurtfulPlayer97]

Can you move it? If you Remove it does it get destroyed or does it return to the Star Menu?

[ginny31]

Can you move it? If you Remove it does it get destroyed or does it return to the Star Menu?

cant move it works like store houses but you can knock it down and rebuild it elsewhere

[Elco]

I suggest you hover over the building you intend to remove with the tool from the building menu: it'll tell you what might happen if you go ahead.
In this case, the settlers HQ will indeed go back to your star menu but if you've upgraded that specific building with tokens, you will loose those.
As long as you dont click before you've read the information then you cannot be surprised by the outcome if you go ahead.