It would be nice to have an option in the mod settings to improve the treadmill only up to the unlocked level. So if I researched up to the red treadmill I wouldn't be able to improve it to blue, this avoids many accidents where I improve to a level I don't have and the bots start removing the treadmills.

That would be very difficult to do while maintaining compatibility with the mods. Bots will not remove belts that are scheduled for upgrade, at least, the standard construction bots won't. If an entity is marked for upgrade, it will only be removed by the same bot that brings the upgrade target. I will not add this feature, I don't see why it would be necessary.