In GUI on right hand side of tunnel you should see a number showing how many references to the tunnel or associated objects there are. Clicking the number should list out the references, which you'll need to remove before you can delete the tunnel.
Do you see any other refs in the GUI?
If not, there could be a ref hidden in the CLI to either the IPs used or the object.
From CLI to search for them try:
show full | grep - f IP
And see if anything comes up.
Essentially you have to work backwards from how you created the tunnel. Remove the VPN Interface from any zones you had applied them to in the Interface section of the Fortigate. Delete all static routes that had reference that interface, remove that interface from all Firewall policy references (If not zoned, if zoned, then removing the interface from the zone should suffice). Then delete the VPN Tunnel you first created.
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