Hi Pascal,

Make sure you have deleted all the places where the products in this warehouse have been used. Check the purchase order to see where this product appears there, it shown that problem is from PO also  just check MRP, SO, Stock move , etc and delete all the document or remove the product from them.
Then try again to delete the warehouse. If you have already made a delivery order and received payment on the goods, then this might be a problem because you might not be able to reset this back to draft and thus might not be able to delete/remove the product. This is because you will mess with the accounting process.

Thanks