Electronic – Altium Designer – 45 degree rotation

The gray rectangle under the selected component is just a visual indicator that you currently have this component selected. It's just a simple, automatic "box" Altium places there. You can not select, edit or modify this gray indicator box in any way. (At least i don't know any, and i've been working with this tool since 1998. Maybe you could set some parameters in the vast forest of Altiums configurations to hide it or change the appearance, but it would not make much sense to do that imho.)

Going to make a guess on this one. In the schematic you can simply select a part and hit the spacebar and it rotates. In the PCB editor the part has to be "floating" in order to rotate it, meaning you have to click and hold it (as if to drag) with the mouse, and then hit the spacebar while "holding" it. The same goes for flipping the component (X-Y), etc.