can I prevent WP users (even admin) from deleting custom categories?

If you want to prevent deleting a single or a list of category IDs within the admin, you can prevent so by blocking all requests that delete the category.

There is no hook in wordpress you can make use of to use easily, but there’s always a work-around. In my example I use the check_admin_referer and check_ajax_referer hooks (note the typo in the hook name) combined with a check if the request is actually one to delete a category (delete something within the category taxnonomy).

Example Must-Use Plugin: WordPress Block Category Deletion Example

On deletion of a blocked category, you will get either a You do not have permission to do that. message (Ajax) or a This category is blocked for deletion. message and you need to go back with your browser.