Hide “Delete Note” link in Order Notes Panel

You can try adding this in your functions.php file:

add_action('admin_head', 'hide_delete_note_from_edit_order');
function hide_delete_note_from_edit_order()
{
    $screen = get_current_screen();
    if ($screen->post_type === "shop_order" && $screen->base === "post") {
        echo '<style>a.delete_note { display:none; }</style>';
    }
}