Had an issue today where I deleted a few DLP policies from the Security and Compliance Centre in Office 365. Upon deletion, they went into to a deleting state, but never left this state. I left them for hours.
In the end I had to connect via PowerShell and force removal of them. To connect via PowerShell to the Security and Compliance Centre see one of my earlier guides below:
Connect to Security and Compliance via PowerShell
Then get a list of the existing DLP Policies.
Get-DlpCompliancePolicy
I then ran the commands below to delete them all.
Remove-DlpCompliancePolicy "Dale Credit Card" -ForceDeletion
Remove-DlpCompliancePolicy "U.K. Financial Data Included" -ForceDeletion
Remove-DlpCompliancePolicy "Credit Card Numbers" -ForceDeletion
Job Done 🙂