First: Sry for my english.
I called the microsoft support because of this problem, after 10 calls they fixed it with a installed outlook 2016 app + MFCMAPI.
First you need to set up the outlook.com Account in outlook 2016, then you open mfcmapi (just google it for a download link) - there you start a new session, double click at your account -> Go to IPM_SUBTREE - And there delete the folder.
EDIT:
Then go to outlook 2016, check if the folder is gone (it should be gone), then go to Send/receive -> Refresh folders
Then go back to outlook.com -> there delete the folder also.
That worked here for me.
EDIT 2: If you want, I can record a youtube video about how I did it.