that looks quite complicated!
The complicated part in opening your box to ssh access is finding a proper set of instructions that works for your model, but it's well worth it.
Anyway, as said your issue is each file has to be deleted one by one by your OS when you ask him to delete a folder.
That incurs requests and replies from your OS to the box *for each file*, thus is very slow.
Only solution to avoid this overhead is to make the deletion command originate from the box itself, and without opening the box to ssh, the only way is the "Delete Share" button in the web admin interface.
If you do have files you want to keep on that share, then :
1. create a new shared folder, say 'tmp', to use with sftp
2. enable sftp for all shared folders from which you want to delete fodlers / files
3. download and use WinSCP to connect to the NAS
4. find each folder you want deleted, right click, 'move to', then select the tmp folder as destination. This operation will be instantaneous
5. when all folders are moved to the tmp share, connect to the admin web, and click 'delete share'
the web interface takes a few seconds to report 'Done', but you can hear the NAS work for much longer - minutes or at worst hours, but definitely not days.