I had this a while back and tracked the issue down to my Pegasus R4's firmware which has since been updated..It first started asking me for my system password to confirm delete. Then placed the items in the trash but I couldn't remove them..not even using terminal.
I did a little digging around and discovered that my trashes folders had been deleted😱 I replaced them using mkdir in terminal, and updated the Pegasus's firmware...Haven't had an issue since, but even if you aren't using an external, I'd check to make sure those trashes items are where they should be.