That's strange. Have you tried deleting it by using a different device? Also, is it a local file?
Hope to hear back from you soon.
i've tried deleting it on my computer, phone, and iPad. It hasn't worked on any. And I don't have it on any of my devices.
That's odd @Chellebyg.
In this case, can you try creating a new playlist and copying all your songs except the one that you want to delete?
Let us know how it goes.