Can not DELETE Demon Hunter

I made a mistake an made an alliance NE DH. Trying to delete him now, and finally went through most of the quests until I was in Stormwind, found a mailbox, picked up mail, so now I am trying to delete him. Won't work, still says I have mail, or an heirloom and something in inventory, void storage or the bank. Obviously this is a fresh toon, what seems to be the problem? I even deleted everything in my inventory and everything I was wearing, still no luck.

What seems to be the problem? Only game where it is so hard to delete a character. My Gosh.