open Ms SQL Server,look up the BATCHJOB and BATCHJOBHISTORY tables in your database,look up the rows corresponding to your batch job refusing to delete in AX,and delete it,that should work
When the job is in the status Waiting, press the button Functions → Change status and select the status “withHold”. Then, you can delete it.
If the job is all the time running, identify the batch group that runs the job, open the form Administration → batch groups and remove the batch group from the job server. Then wait until the job changes the status to Waiting and perform the steps that I wrote before.