Default behavior of BES server is to avoid deleting emails with shift+delete.The BES needs to ‘see’ the deleted emails in the deleted items folder  otherwise it won’t remove them from the BB device.

In order to make shift+delete work you need to change to True feature called “Hard deletes reconciliation”

You can find the option under: BlackBerry Solution topology > BlackBerry Domain > Component View > Email >

Under Messaging press on Edit Instance and change Hard deletes reconciliation to True.