There seems to be some inconsistency in the behavior of permanently deleting files from the Screenshot Panel. I generally use SCC to capture multiple screenshots for documentation of a particular issue or purpose. Once I've completed documentation, I like to clean up the screenshots keeping my working directory relatively clean.
To delete the images, I generally select the screenshots from the Screenshot Panel by selecting the first screenshot using the mouse, then selecting multiple screenshots by holding the Shift key and selecting the last screenshot in a range to be deleted. I'm selecting the files the same as I would if I were using Windows Explorer to delete them. After selecting the range of files, I hold the Shift key and hit the Delete key on the keyboard. In Windows Explorer, this by-passes the recycle bin and permanently deletes the files.
In SCC, performing the same mouse and key stroke sequences most of the times presents a dialog box confirming the deletion of the files and movement to the recycle bin. I expected that by holding the Shift key while selecting the Delete button that the dialog box would confirm "permanent" deletion of the files, not send them to recycle. I can get them to be permanently deleted sometimes by unselecting the files and reselecting the files and hitting the same keystrokes. I would expect that the same mouse selects and key strokes should yield the same results each time, but it doesn't for me.