What file format are these image files - regular JPGs? In the filetype definition for that type (Options | Prefs | File Types), is 'Load using' set to 'Internal'?
Something to try:
Run TP and select one of those undeletable files. Verify that TP cannot delete it. Keep the file selected.
Now also lauch Explorer ('This PC' I believe it's called on Win10) and use that to delete the file. If that works, it looks like TP doesn't have sufficient access rights and running TP 'as Administrator' (right-click on its desktop icon to get that option) should solve the problem.
If Explorer can NOT delete the file either, close TP. Wait a few seconds, go back to Explorer and try to delete the file once more. If Explorer can delete the file now, something in (or associated with) TP was keeping the file open and locked, and we'll have to look into what that might be. If Explorer still fails to delete it now (without TP possibly locking the file) the problem would not be TP-related (but given your description that seems unlikely).
Assuming that something in or associated with TP is locking the file, some possible causes are:
- A so far undetected bug in TP (unlikely, except maybe if you're using a rather exotic file format)
- TP's "load using" method for that filetype is launching an external application (OLE, filter, etc) that is not releasing the file.
- Security/Antivirus software may be locking the file (make your images folder an exception in that software's configuration)
- Windows may be locking the file (but that's usually only temporarily, e.g. for thumbnailing or indexing).
If you're comfortable using commandline tools, there's a free utility from SysInternals called Handle ([link=https://docs.microsoft.com/en-us/sysinternals/downloads/handle]link[/link]) that tells you which processes are locking what files. Or, for a GUI-based alternative, try their Process Explorer tool ([link=https://docs.microsoft.com/en-us/sysinternals/downloads/process-explorer]link[/link]). You could try either whilst TP is running and whilst it has one of those undeletable files selected.
(the reason why I'm asking you to keep the file selected is that this will usually display the image in the preview panel, which requires the file to be opened, which should trigger whatever process is locking it).