Going to try my best @eazycode to put it all in a way that makes sense lol:
Once the multiple images have been compressed I set the state for my image upload screen to “Selected Images” and “Selected Thumbnails” as per below.

Once images are reviewed, I then upload the “Selected Images”

I also then upload the “Selected Thumbnails”

I then make the necessary change to the Thing (Model in this case) and add both the list of images and the list of thumbnails. This completes the upload process and everything is fine up until here.

Now is where I am having some trouble. When I do the image removal, I can delete both the Images and the thumbnails from the Thing (The Model). However, when I check the File Manager, the images have been deleted but the thumbnails still remain no matter what I do.
Remove Images from thing:

Delete Image files from File Manager:

Remove Thumbnails from Thing:

Delete Thumbnails from File Manager (This is what is not working)

Hope this all makes sense and gives you the information you need.
Regards
Julian