That is very strange,
I just tried it again with Safari-
I went to the top menu bar where it says bookmarks, then scrolled down to the choice on top which says "Show All Bookmarks".
This opened up a window that has all my bookmarks listed. Then you click on the Collections that you are looking for - for me it is Bookmarks Bar, which lists my bookmarks.
Then I clicked on the bookmark I wanted to delete, and it gets highlighted- Then you can click on your delete key, and that should delete your bookmark.
I am not sure why it doesn't work for you. Are you able to get to the window that has all your bookmarks listed?