As mikesn9 mentions, you do have to choose the correct function in SH4. If you are at the main menu, and you use the "Load Game" choice:
Which gets you this screen:
That route through the menuing does not have a "Delete" on it. None of the Load Game choices, whether it'd be the Captain's Office or elsewhere have "Delete" on them:
Note the file folder being "pulled" out, whether this lower one, or the one above it, both take you to the same menu:
If you choose the "Load Game" menu, you get the same Save File list as above, and no delete. If you click the "Save Game" choice though, you'll get a Save File list similar to this:
Which does have the Delete choice on it. Click on the file you want to get rid of, and click on Delete. You usually have to click twice - once to get out of the file list box, and the 2nd to actually delete the file chosen.
If you are on the boat on patrol, use the menu at the lower-right, just above the Captain's Log choice, and it takes you to similar screens:
Again, if you choose the "Load Game", there is no delete, but choose the "Save Game", and you will find the "Delete", which will activate once you make a Saved File menu choice...
The only time you should use the Windows File Explorer to delete is when you are clearing the contents of the folder for a mod change, or just starting all over. If you delete specific numbered Save folders inside the folder structure with File Explorer, that will "confuse" the game next time you start, and that can run into issues in the game, since it has that data "catalogued". Use the in-game "Save Game" menu choices to delete specific Saves you no longer need, so that the game can do its own "housekeeping".
