I could not remove this folder in Windows. It gave an error that is was not there anymore … uh-oh … corruption ? I checked the disk using the windows utility but the disk seemed fine (raid was a-OK).
To my surprise the only solution was to go to the windows console / command prompt and remove the directory directly from there. So Windows is becoming more like Linux, I like it !
The command to be used is rd :
rd /S \\?\D:\arch_micro_data\svennd\data\2015
rd stands for remove directory, the /S is the flag for recursively remove the tree.
After running this command, and accepting the removal, bloop, directory was gone.
What the \\? means I have not found, but the solution came from spiceworks.