I deleted 6 indices (I used for learning) each is less than 2 MB, a month ago by:
$ curl -XDELETE 'http://localhost:9200/logstash-*'
they do not show up when
http://127.0.0.1:9200/_cat/indices
but the data  folder still has them.
How to clean the data folder?
In the data folder:
there are all the stuff related to indices, with subfolders and plenty of files.
They are available in 4 nodes.
Each folder is 7-14 MB.
For example:
Here is the outcome of the
tree /f
for the 4th node
starting form
cluster/nodes/4/indices/Shakespeare/
-->1
    -->index
            segments_6
            write.lock
            _0.cfe
            _0.cfs
            _0.si
            _1.cfe
            _1.cfs
            _1.si
            _2.cfe
            _2.cfs
            _2.si            
    -->translog
            translog-1.tlog
            translog.ckp            
    -->_state
            state-0.st     
-->2
    -->index
            segments_5
            write.lock
            _0.cfe
            _0.cfs
            _0.si
            _1.cfe
            _1.cfs
            _1.si
            _2.cfe
            _2.cfs
            _2.si        
    -->translog
            translog-1.tlog
            translog.ckp           
    -->_state
            state-0.st           
-->_state
        state-1.st