Use rm command it will delete the files permanently and doesn’t move those files to Trash Can like how file manger does. This post introduce a script to avoid this situation.
Download the script and put it a directory contained in PATH
wget --no-check-certificate https://raw.githubusercontent.com/lagerspetz/linux-stuff/master/scripts/saferm.sh -O $HOME/bin/saferm.sh
chmod +x $HOME/bin/saferm.sh
In bashrc file, set
alias rm=saferm.sh
exec $SHELL