In the Delphix interface, when deleting a VDB you should be presented with an option to "Force Delete". This bypasses the normal steps of disabling the database, unmounting filesystems, etc, and is used for this exact scenario. Is this option not presented to you when attempting to delete?
The only thing that should prevent deletion from the Delphix UI is if the VDB is associated with a container in Jet Stream / Delphix Self Service, in which case the container must be deleted first. In this instance, the delete option would be greyed out. As you didn't express this specifically, we must ask if that is applicable here.
Also, from the CLI you can run:
DelphixEngine> /database; select <vdbname>
DelphixEngine database 'vdbname'> delete
DelphixEngine database 'vdbname' delete *> ls
DelphixEngine database 'vdbname' delete *> set force=true
DelphixEngine database 'vdbname' delete *> commit
Hope this helps.