Layers are pretty straightforward in VBA: This will remove all layer memberships from a page:
dim i as integer
for i = ShpObj.LayerCount to 1 Step -1
dim Lay as Visio.Layer
set Lay = ShpObj.Layer(i)
Lay.Remove ShpObj
next
This will add a shape to your delete layer
Dim myLayer As Visio.Layer
Set myLayer = Application.ActiveWindow.Page.Layers.Add("Deleted Items")
myLayer.Add Application.ActiveWindow.Selection(1), 1