Can't delete files

[Microsoft Windows]

I am unable to delete a few photos I saved from the internet and about 10 screenshots. I have tried Bitdefender's file shredder and File Assassin. The error message I get with file assassin is that it can't see the file. None of the files are hidden. They are stuck in my downloads folder - part of Microsoft's file system or I would move everything else - which I do monthly anyway, and then delete the file, but I need the downloads folder.

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