Hey,
thanks for reaching out! In the past we had a couple of users that had similar issues and both of them had "WordPress Firewall" plugin installed. Could that be it? If that's the case just temporary disable the plugin and update/delete ours. If not, then I would like to as you for a list of your other plugins installed.
Looking forward to your reply,
Petra
PS: Having two of our plugins installed at the same time can cause a conflict between them, so when we resolve the "not deleting" issue, I suggest you to remove one of them.