STAND UNITED, BROTHERS!
Do I restore +2 Wounds if I remove Wounds from Jon Snow's unit, or only if his unit is the recipient of the Wounds?
Only if he is the recipient.
Can I remove 0 models and restore 2 Wounds if targeting Jon Snow's unit?
Yes.
How does "Stand United, Brothers!" interact with Cavalry units? Do you restore 3 Wounds per Cavalry Figure removed or only 1 Wound per Cavalry Figure removed?
1 Wound per Cavalry Figure removed.