Create a content search
Then use PS to force a delete
Import-Module ExchangeOnlineManagement
Connect-IPPSSession -UserPrincipalName <UPN> [-ConnectionUri <URL>] [-AzureADAuthorizationEndpointUri <URL>] [-PSSessionOption $ProxyOptions]
New-ComplianceSearchAction -SearchName “Remove Phishing Message” -Purge -PurgeType SoftDelete
New-ComplianceSearchAction -SearchName “Remove Phishing Message” -Purge -PurgeType HardDelete
Get-ComplianceSearchAction
Get-ComplianceSearchAction -Identity “Case 1234_Preview” | Format-List
Get-ComplianceSearch | FL name,items,size,jobprogress,status