Could this be the HDD failing or is Windows 10 the cancer that everyone says it is. I've been dealing with other WE related issues, such as outright crashes of the process itself. Something is definitely f*cked with Win10 in this regard, at least from my experience.
Edit: I solved the issue by moving the important stuff out of that folder and deleting the rest. It got stuck on one file during deletion, possibly a corrupted one, but I scanned my HDD with SeaTools and then it worked (even though it didn't report any errors). Not sure if coincidence or what.
Edit 2: I did the stupid thing of re-downloading the troublesome file on my Desktop and now it's impossible to delete while it also causes Explorer problems. I think the file was corrupted to begin with. Not sure how to delete it.
Edit 3: I logged in into the Administrator account and deleted my user's Desktop folder. It worked. f*ck. That was annoying. I guess everything is solved and the topic can be closed.