Hi Ziggy
If you are deleting files form your internal hard drive, those files should go to the Recycle Bin, files on a USB drive will not, because USB flash drive have no recycle bin folder on the drive . . .
Right click the Recycle bin on your Desktop, choose Properties, is the options on the resulting dialog set correctly, with regards to a confirmation box and not deleting files directly?
With regards to space on your hard drive:
Windows Explorer is useless when it comes to working out where your hard drive space is being used . . .
Click the link below to download a small free utility called Treesize. Using that tool, you will instantly see where this space is being used
https://www.jam-software.com/treesize_free/
Once you have worked out where this space is being used, please provide a screenshot of what you find for further analysis of any possible underlying issue . . .
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