Long path tool will help you to solve this issue.
I used to have this with some files on a backup drive I cleared down every other day.
Cannot delete "insert folder name here": Access is denied.
This was a SHIFT+DELETE operation and there were a few files and folders in here with similar issues.
Relating to a folder, many layers deep.
G:\School Backups\staffdata$ 2013-02-27 07;06;55\USERNAME\ITW FILES\IWB Resources\Maths Resources\IWB files from Primary Framework and NWN websites\Excel files with guidance notes\Addition and subtraction\add_subtract_families\add_subtract_fam ilies
Tried a normal delete (recycle bin). Deleted everything around it and ended up with this, which explains the problem...
The folder "XXXX" contains items whose name is too long for the Recycle Bin.
Do you want to permanently delete it?
Clicking yes got.... Access Denied lol... (The lol wasn't actually there, but I'm sure I could hear it laughing at me!).
The files in here were called:
No right-click option to rename or delete!
DOS prompt delete 'couldn't find the file specified'... and I didn't want to mess around with all those path names every day.
In the end and in desperation I renamed the folder they were sitting in and.... deleted the folder and the undeletable files in it, with one click!
Go figure (YMMV).
Still couldn't get it to buzz through the "XXXX.pdf is a read only file are you sure you want to delete it?" or "Thumbs.db is a system file are you sure you want to delete it" though...
Just edited to mention I had done a LOT of searching through NTFS / folder permissions and read only properties and attributes first too! So try just renaming the folder they are sitting in and delete that folder.