I've had issues deleting zero byte folders but from the image is says there over 9000 subfolders. Can this folder be deleted in Safe Mode? I am not sure how it would affect this problem but I would make sure fast startup is disabled. Reboot and see if you can delete the folder.
If doing the above does not work then boot a live linux disk. You will need to disable SecureBoot in it is in your UEFI settings.
Boot the live linux disk and delete the folder outside of Windows. This was the only way I was able to delete a folder that refused to delete in Windows.
Mint Cinnamon. Burn the iso to a DVD. Do not input anything during boot. What until you get to the desktop. Click the Computer icon on the desktop. You disks are in the left pane. Note: Fast Startup needs to be disabled in order for linux to read/write on the system disk. I would still disable fast startup as I don't know how this would affect linux being able to write or delete files on E: