Minor Description
The removeElements() methods use a HashSet to collect the indexes that need removing.
This requires creating Integer objects for each index, and the HashSet then has to be converted into an int[] array.
It would be more efficient to store the entries in an actual int[] array.
The maximum size of this is the length of the values array (or the length of the input array if that is shorter).
The array must be truncated before calling the private removeAll() method; this can be done with Arrays.copyOf(x[], length).
However, if the arrays are very large, and most of the values do not appear in the input, this might result in using more memory than the HashSet implementation.