I have a bugged character in my list, which I cannot delete, it comes back every time.
I have Steam Cloud on. I have tried everything, from doing it several times in a row, restarting steam, restarting the computer, manually deleting the character’s folder, nothing, it always comes back.
Also, dunno if that is of any help, but in_game my character has a name, and the folder has another name. I have no idea how that could have happened.
Try moving the saves from cloud to local and then see if you can delete it. Follow the instructions here.