To delete holdings with LHRs, you should use Batch Holdings by OCLC number.
Go to Tools>Options>Batch tab and under " Record Actions", select "Delete attached LHRs and Local Bib Data when Deleting holdings".
Go to Batch>Batch Holdings by OCLC Number
Then select Delete holdings and import your file of OCLC numbers or enter one at a time,click OK
This will allow records with attached LHRs to have their holdings deleted.