And what folder are we trying to delete?
Have you tried a restart since the 1st time you tried to delete it?
I don't mean shutdown/turn on, I mean go to power button in start menu and choose restart
Some files don't disappear until you restart PC.
Try using this - https://www.iobit.com/en/iobit-unlocker.php
it doesn't look like a permissions problem, more of a "Windows can't find folder" problem.
Command prompt appears it might be able to remove the directory itself.