You will have to hide and remove all the answers and comments first before you can remove the question. Next you need to hide the question, then you will see a remove button.
So the right order is:
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Hide answers their comments + the answers themselves
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Delete answers their comments + the answers themselves
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Hide the question its comments + the question itself
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Delete the question its comments + the question itself
It's rather tedious, I know. That's why I just hide questions, deleting is not necessary because your users won't ever find a single trace of a hidden question.