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If items you delete end up in the Preservation Hold Library, this is due to a retention policy or eDiscovery assigned to your OneDrive, or to specific items within it. By design, these features prevent anyone from removing files stored in the PHL, so in order to clean it up, you need to first remove the corresponding policy/hold.
First thing to do here is discuss with your IT/security stuff whether retention can be removed, as some companies have legal requirements to meet. Once that part is clear, anyone with sufficient permission to access the Purview portal can review the retention policies and eDiscovery cases therein and make sure your ODFB is excluded. You can use the Policy Lookup tool to help you with the "discovery" process: https://purview.microsoft.com/datalifecyclemanagement/policylookup
Keep in mind that the process of removing retention/holds can take a while, and some additional time will be needed for the cleanup process to trigger on the backend and remove files from the PHL that are no longer on hold. A week or so is not an understatement...
Alternatively, you can try the Priority cleanup feature, which allows you to "override" retention policies and delete files that are under their scope. Fair warning, this feature is also slow, even slower than the process of excluding your ODFB from retention policies I detailed above. But it allows you to target specific files, without the need to remove the hold. You can read more about it here: https://michev.info/blog/post/6927/priority-cleanup-for-sharepoint-online-and-onedrive-for-business