Why cant I delete some Folders / Files transfered from external HD? to!

I am trying to figure out why I cant delete some folders / files, that I transfered from an external HD to my Macbook!
Some of these folder / files are text, video, and pic's based. Surely, going through those video / pics / text files, those I dont need anymore I would like to delete. Some of these appear to be deleted (in trash).  But few days later I do realize, that they were not delete, or only few of the deleted files were properly deleted!
Why is this, this way - and how can I solve this issues! I just want to delete stuff either in form of folders or files, that I dont need anymore!

How are you trying to transfer them? What kind of external device?
~Lyssa

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