There is no way to remove a frame from memory once created. What you can do is create the frame when you load the addon and hide it immediately. When you use the slash command, you can toggle the visibility of the frame in order to obtain the effect you want.
Globals are also not saved between sessions. You can however register a specific global to be saved for your addon if defined in its TOC file. For example, the following tag defines
RYINNCURSOR_Enabled to be saved between sessions. You can retrieve the data in these variables after
ADDON_LOADED fires for your addon.
Code:
## SavedVariables: RYINNCURSOR_Enabled