So there 's a new Group function on SharePoint Online is built in with Team Sites and also has an overlap with exchange online.
Actually I don't know if it's new or not but it's new to me. Any ways... these sites are notoriously complicated to delete.
Here's an easy way!
Make sure you have SharePoint Online Powershell. You can download it here> https://go.microsoft.com/fwlink/p/?LinkId=255251
To open the SharePoint Online Management Shell command prompt, from the Start screen, type sharepoint, and then click SharePoint Online Management Shell.
Log on to Sharepoint use the below:
$adminUPN="your office 365 email"
$orgName="name of your organization"
$userCredential = Get-Credential -UserName $adminUPN -Message "Your Office365 password"
Connect-SPOService -Url https://$orgName-admin.sharepoint.com -Credential $userCredential
Press enter
A log in box will pop up so re-enter your password again.
Now Run the cmdlet to delete the team site: (Or group)
Remove-SPOSite The URL of the site goes here
Press enter
It will ask you to confirn, press "Y" if you want to continue.
And it's gone.
:)