If you face an issue during the deletion of a dump file that reside on a Datastore, you should deactivate the dump on the host and then try to delete it.
You can get a list of used dumpfiles on your ESXi host by connecting with ssh and performing the below command:
esxcli system coredump file list
This will output the dumpfiles that are currently in use, which will have true on the active column.
In order to de allocate the dump file you should unset the dump file and then retry to delete either by command or with the GUI.
esxcli system coredump file set -u
The command that will force the deletion is the below:
esxcli system coredump file remove -f /vmfs/volumes/volume/vmkdump/11111111-2222-3333-4444-555555555555.dumpfile
