When Cortex deletes an instance for you it simply drops the instance's directory. On Windows servers some files might remain behind if the server has flagged them as "in use". This typically happens with map files that may be in use by other instances of the same engine. When an instance is created some files, like map files, are hardlinked accross the file system in order to save disk space. To resolve this stop your other game instances, log into your server, open the Windows Explorer, manually delete the old instance directory, then start your other instances back up.