There could be many reasons if you are not able to delete the particular SharePoint Online site from Office 365 tenant. I would like to discuss below error messages:
"The site can't be permanently deleted because it's connected to an Office 365 group"
This issue mostly identified with SPO team sites, as modern team site may associated with office 365 group in backend. Before deleting the SharePoint Online site you need to delete the office 365 group. Pease see below steps
1) User PowerShell to connect to SPO Service.
Connect-SPOService -Url https://<SPO Admin URL>
2) Run below command to identify the associated group for SPO team site
Get-SPOSiteGroup -Site https://<SPO Site Collection URL>
3) Delete office 365 group
Remove-UnifiedGroup -Identity "<Group Name>"
4) Delete SharePoint online site
Remove-SPOSite -Identity https://<SPO Site Collection URL> -NoWait
"This site cannot be deleted because it is included in an eDiscovery hold or retention policy"
In most of the cases, this has been seen that organization may have applied the retention policy and as a result owners can not delete the SharePoint Online site. You can verify the retention policy at below location:
Office 365 portal > Security Compliance > Data governance > Retention
Recommendation is not to remove the retention policy for entire organization but you can add your site in exclusion list of retention policy and then try to delete the SharePoint Online site.
In addition, admins also cannot delete a site that is under a retention policy. In order to site be deleted, the site must first be excluded from the retention policy locations. You can do so by adding an exception through the UI in the Security and Compliance Center (SCC)>Data Governance>Retention>the specific policy or through PowerShell.
Using PowerShell, you must first connect to the SCC and then use the cmdlet below
Set-RetentionCompliancePolicy -Identity "<Name of exiting Policy>" -AddSharePointLocvationException "https://<SPO Site Collection URL>