Hmmm, I was worried this would be the case but wanted to check first...
If you want to be able to remove anything more than the simplest of headers and footers you need to try to learn something called Regular Expressions or Regex/Regexp. These are a way of specifying search strings. A starter tutorial is here
http://manual.calibre-ebook.com/regexp.html
The old menus for removing headers and footers used regexs to search for what it thought might be a header and footer and remove them. I suspect the author found that a lot of the time these didn't work (because all headers and footers are different) so has replaced them with a generic search and replace tab.
Let's take a simple example, suppose your book has a header of "War and Peace" at the top of every page.
On the Search and Replace tab in the convert options, you could simply put "War and Peace" in the first search box, and leave the replace box blank, and it would remove all the headers. Simple! However...
If "War and Peace" appeared anywhere else in the book - in the body of the text, for instance, it would remove that as well.
So your search has to be a little more complex than that, and this is where Regex's come in. Here you'd rely on the fact that there is a line break after the header, and search for "War and Peace
" where
means line break.
For another simple example, if your book had Page 1, Page 2, Page 3 etc. at the bottom of the page, you could search for "Page \d" which means Page, then a space, then a single digit.
But what happens on Page 10? To cover this, you'd use "Page \d+", where the + modifies the \d to mean "one or more of these".
Sounds simple-ish, but I'm skipping over a lot of complications here - my examples wouldn't work very well if at all! - and they do start getting complicated very quickly. You need to use a lot of trial-and-error to work them - although when you get them working they are fantastically powerful. For instance, I have regexs to turn "Smith, Arthur" into Arthur Smith" and things like that.
You might find a web search for something like "Calibre header footer remove regex" gives you some ideas, I found these threads for instance;
http://www.mobileread.com/forums/showthread.php?t=97738 http://www.mobileread.com/forums/showthread.php?t=75594.
Unfortunately, there's no such thing as a universal regex to remove headers and footers, which I suspect is why Kovid stopped trying to put them in Calibre.