I had this issue on Version: 6.8.0
I solved it by navigating to mnt/disk1/downloads/(where my problem was) and deleting it using midnight commander (mc in the terminal)
When I tried deleting it under the /mnt/user/downloads/(Problem area) It always came back with a error that it was a directory or that it wasn't empty
Thank you for the tips guys I hope my comment clears some confusion with this thread.