If nothing is selected then the stuff on the right should be settings for the sheet. It appears you were not quite in an empty spot on the sheet when you clicked.
Tables are very different from text boxes and shapes. Tables have cells arranged in a grid pattern with columns and rows. Text boxes and rectangular shapes can be arranged into a grid pattern but they are not tables; each box or shape is a separate entity. You can group text boxes together but that does not make them a table. In your latest screenshot, there is no table on Sheet 1.
To try to get back the lines around all your text boxes or shapes, select everything you want borders around then go to where it says "Border"on the right hand side in your second screenshot. You may have to ungroup everything you have grouped. The diagonal red line is indicating there are no borders around whatever you had selected. With everything selected that you want borders around (and all of them ungrouped), click on the arrow next to Border and select a border style.