Cannot delete folder - Content seems to be nested recursively
Solution 1:
Maybe some files inside the folder (or deep inside the subfolders in it) are locked by Windows because they may be in use by other programs / processes.
When that happened to me, I used a program named "Unlocker" that, as its name implies, unlocks files in use and lets you delete them (and thus, delete the entire folder structure).
Note that Windows or your AV program may detect it as a virus, so use it at your own risk. Though, I've used it several times (at least back in the Windows XP days) and never had a problem.
http://www.emptyloop.com/unlocker/
Another option is trying to delete the files/folders in Windows "safe mode" (hit F8 when rebooting your computer to enter that mode). You can even try "Unlocker" within safe mode and see what happens (I'm not sure).
And if those two options fail, then you may simply have a virus.
BTW, I doubt the folder "depth" itself is the cause of the problem, but more likely, the "effect" of having a virus.
Still, could you give us the full path here? It is suspicious that you have so many "Application Data" nested folders.