I had the same issue!
Tried everything from trying to move, rename and deleting it via cmd as admin.
Renaming it and then deleting it in 7 Zip worked for me!
But, in all my research, I found out that at least everyone who posted screenshots of their problem, all of them had a similar PDF name. Like, all of them start with APznza. Mine included. Originally, mine was a H&M return label. Couldn't even open it with Adobe after I downloaded it. Forgot about that PDF on my desktop for a few days, and then got annoyed by it and it's stubborness.
Glad I found this thread after all.