If you boot to an elevated command prompt and then with the CD command go to the folder with those files, can you then use the ATTRIB command to view the attributes, for example, ATTRIB *.mkv
If you see a S,H, just any letter other than A, then remove that attribute.
For example, ATTRIB *.mkv -s -h
After clearing all attributes except for A (archive) then you should be able to use DEL *.mkv to delete the files.
Let me know if this solves the problem, if not then I've another trick up the sleeve.