You can delete a location irrevocably. In order to do so you have to go to the location settings. Click on the little pencil symbol inside the location logo/picture to access the location settings: 

Within the location settings, click on "delete": 

Now an extra query will be shown to make sure that you are aware and 100% sure you want to delete the location irrevocably. In order to delete the location at last, you have to enter the exact name of the location.
Hint: if it is not working at first, make sure you keep in mind spaces as well as upper and lower case words. 

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