After an OS update you sometimes discover left-overs on your desktop, often named (Previously) Relocated Items. In my current case this was just an alias to X11R6 nested in several folders: /Previously Relocated Items/Security/usr.
I moved the folders and the contained forward to the trash but couldn't empty it: "X11R6 can't be modified or deleted". Annoying, why would you protect a simple forward in such a way? This is what ls tells me about the file: lrwxr-xr-x 1 root wheel 8B 13 Mar 2020 X11R6@ -> /opt/X11.
Next, I try with Terminal but that also fails. sudo rm -f is rejected with "Operation not permitted".
What to do?