SharePoint Online has now a file delete lockout overwrite feature.
This capability will allow you to overwrite the file deletion lockout from the SharePoint Online document library when the document(s) you are trying to delete is/are already in use by somebody else (either by using Office client or Office on the Web).
You will notice the file deletion lockout by looking at the status details
There you will have anyway to ability to overwrite and continue the deletion process.