Hello Fernando, sorry about your problems. My name is Marco and I will do my best to help you.
If you don't see the delete option in the phone link app, maybe you can uninstall it and reinstall it to remove the connections.
You can do this via Powershell.
Open the Windows start menu and type: powershell
Right-click on it to run it as admin.
Enter the following command to uninstall it:
Get-AppxPackage Microsoft.YourPhone -AllUsers | Remove-AppxPackage
To reinstall it, go to the Microsoft Store and search for Phone link. If you can't find it, you can reinstall it via powershell too... Here is the command to enter: Get-AppXPackage *Microsoft.YourPhone* -AllUsers | Foreach {Add-AppxPackage -DisableDevelopmentMode -Register "$($_.InstallLocation)\AppXManifest.xml"}