I've been seen that issue time to time.
When you delete the folders/files, it looks like you can not delete them, but actuall they are already purged. Yet, the fils/folders are still visible on Windows... and when you try to delete again, then you will get error messages.. If it is not immediate serious issue, than give it a time (day or two), deleted files/folders will be invisible when SS are expired or deleted.
Strange but it happened...