It means ALL THREE expansions are required.
Any game saves you have before you installed this better male mod should be fine. Just don't delete them during your troubleshooting.
I would back them up and then uninstall/reinstall Skyrim and all the DLC's
Since that mod prevents you from even starting the game, it hasn't done anything to the existing saves. Just remove it and load last save.
If a master of a mod is missing the game will crash on startup. So you either install the proper expansions, or do not use the mod. And it doesn't mean the end of your save file.
Yes. Just delete those two files: Better Males- Bodies.esp and Better Males-Bodies.bsa and you should be fine.
Of course make sure you have 'unsubscribed' from that mod or Steam will re-download it. Edit: I see you have done that already.
Like was said above, you were unable to start the game with the mod installed, so you don't have a save made where the mod was installed. So don't worry about that.
Let us know how you go.