Cancel Order for TD shipment Process Issue

Hi Expert ,

I need to cancel a Sales order , for that I am trying to delete the delivery after reversing Load Confirm , however getting issue as " Delivery (Status 2) cannot be deleted". Screenshots attached .

I have reversed the Load confirmation , now the TD Shipment is in Status 2 , now I want to delete/ Cancel delivery so that I can cancel my sales Order .

Please help to tell the subsequent process.

Thanks