1.Picture shows left side, is there a gasket in here?
2.What is the best method to remove what is left from those collar nuts?

 

Looking at Realoem.com, it seems no. I think it is just a ball and socket arrangement with no gasket. The nut looks ugly in the photo, but the OE nuts are copper and they came off my N52 pretty easily with a impact wrench (I didn't try without the impact). The stud is also replaceable, but it is knurled, so it won't come out easily.

 

Safe approach in this case is having a bolt extractor set, for me size 11 and 12mm saved the day, studs were in very good condition so only replaced 4 bolts with new ones.

 

Mine were like that the first time I took my exhaust off. Start with lots of PB Blast and some heat from a torch. I managed to impact mine off with a smaller 12 point socket - see photos.

 

Never use a 12 point socket. It's will round a rusted head. Always use a 6 point it has more surface space.