How can I delete large files with many items?

Give this a try: boot into Safe Mode according to How to use safe mode on your Mac and try to delete from there. Then reboot normally.

NOTE 1: Safe Mode boot can take up to 3 - 5 minutes as it's doing the following; 

• Verifies your startup disk and attempts to repair directory issues, if needed

• Loads only required kernel extensions (prevents 3rd party kernel/extensions from loading)

• Prevents Startup Items and Login Items from opening automatically

• Disables user-installed fonts 

• Deletes font caches, kernel cache, and other system cache files

NOTE 2: if you have a wireless keyboard with rechargeable batteries connect it with its charging cable before booting into Safe Mode. This makes it act as a wired keyboard as will insure a successful boot into Safe Mode.

Is the app that controls/creates these cache files running when you try to empty the trash? If so, it would make sense that at least some would be locked as "in use". It's also not unusual for an app to hold files open even if you have no projects open at the time.

Does the app have an option within itself to clear the cache? If yes, use that instead of trying to delete things from the Finder.

Whenever the Mac thinks something is in use, restart. You should then be able to empty the trash without any messages.

Another thing you can try is to select the files you want to delete and use the key combination of Option+Command+Delete. You'll get this window:

I just tested it with an open PDF file and it was deleted even though it was open with Preview.

Open the folder of cache data, but don't do anything. Go back to DaVinci Resolve and choose:

Playback > Delete Render Cache > All…

You will be asked to confirm. Click Delete.

Go back to the desktop and see if the cache has been cleared.

Ah! Okay, that makes much more sense. Still weird though that just having the ExFAT drives connected would cause that much problem. But then again, even for as long as it's been around, MS themselves don't consider ExFAT a finalized drive format.

That's bizarre. The external drives shouldn't have any affect on the internal drive. But, glad you found a solution.

I have the same problem in deleting large numbers of photos from CF Express cards that are formatted in ExFat. I didn't understand how your solution works. Can you explain it to me? Thanks!

I don't doubt your solution worked. I'm just saying, how can the ExFAT external drives prevent you from deleting data off of the internal APFS drive. They have nothing to do with each other.