This may have worked! I was able to use the outlook.office365.com link you provided to log onto my main btconnect address (the one I use most) for the first time ever. The Deleted mail folder was saying that it contained over 3000 messages, all ones that I thought had been deleted in WLM. The deletion process took about 5 minutes but I was somewhat surprised that after they had all disappeared, there was an option to restore them! I will anxiously wait until about 1am this tonight to see if my daily email shows there is a substantial reduction in storage used. My other btconnect email address must also have a huge number of messages that I thought were permanently deleted and haven't been but I'm not too bothered as long as I've released enough storage to to get me through a few months and I'll repeat it again.
Yes but I've always been deleting from the deleted items folder, not just deleting from Inbox. It looks like there isn't a way of properly deleting emails in WLM.
Shift + delete directly from the inbox deletes the mail from the server without sending it to the deleted items folder.