How to delete a locked jpg

Are you the administrator of that Mac? If so, you may have a System lock on that image and that may be removable with the following in the Terminal. The sudo command will prompt for your admin password which will not echo when typed at the password prompt:

cd ~/Desktop
sudo chflags -v noschg,nouchg ./filename.jpg
rm -f ./filename.jpg

1 - Restart in Safe Mode. This will perform a Disk Repair, clear cache files and only load Apple Software, extensions and fonts. The boot up will be slow and can take some time - Normal.

2 - Safe Mode will also eliminate Third Party Software, extensions and drivers from loading. It will only load the Minimum amount of Core Apple Processes to allow the the computer to function at a reduced Level of Performance

3 - Does the issue present in this mode ?

4 - Sometimes a Safe Boot followed by a Normal Boot will just put things right.

Hello there,

Welcome to Apple Support Communities. This may be due to permissions settings for this file, folder or disk. Try the following from Change permissions for files, folders, or disks on Mac - Apple Support to see if you have Read and Write permissions.

"Assign permissions to users and groups

1. On your Mac, select a disk, folder, or file, then choose File > Get Info.
2. If the information in Sharing & Permissions isn’t visible, click the arrow .
3. Select a user or group in the Name column, then choose a privilege setting from the pop-up menu.

• Read & Write: Allows a user to open the item and change it.
• Read only: Allows a user to open the item, but not change its contents.
• Write only (Drop Box): Makes a folder into a drop box. Users can copy items to the drop box, but can’t open it. Only the owner of the drop box can open it.
• No Access: Blocks all access to the item."

If you are still not able to make any changes, test in safe mode to see if the same occurs. Since safe mode prevents some software from loading, it can help isolate where this happens. The following guidance is from How to use safe mode on your Mac - Apple Support.

"Determine whether you're using a Mac with Apple silicon, then follow the appropriate steps:

Apple silicon

1. Shut down your Mac.
2. Turn on your Mac and continue to press and hold the power button until you see the startup options window.
3. Select your startup disk, then press and hold the Shift key while clicking “Continue in Safe Mode.”
4. Log in to your Mac. You might be asked to log in again.

Intel processor

1. Turn on or restart your Mac, then immediately press and hold the Shift key as your Mac starts up.
2. Release the key when you see the login window, then log in to your Mac. 
3. You might be asked to log in again. On either the first or second login window, you should see ”Safe Boot” in the upper-right corner of the window."

Continue with that article using your results.

Take care.