What permissions did the files and folders upload with, and what did you change them to? Can you confirm that your changes to permissions "took", or were the changes ignored? I'm wondering if for some reason you are not listed as the owner of the uploaded material, and therefore cannot change permissions or delete it. If necessary, you can list all this information by running the ls -la Unix command against the ftp directory, such as with SSH or a one-time cron job.
If you are listed as the owner, and folders are 755 and files 644 permissions, you should be able to delete everything. If you are not the owner, you'll have to open a support ticket to have support either change the ownership to you, or do the deletions for you.