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A user of mine had some email folders that when we attempted to move them outlook said "Cannot move because of private items" we recreated the folder structure and then tried to delete the empty folders however the empty folders say "Cannot delete this folder. Right-click the folder, and then click Properties to check your permission for the folder. See the folder owner or your administrator to change your permissions. Cannot copy this folder because it may contain private items."
1Are you using Exchange or Exchange Online? – Erjen Rijnders – 2019-11-04T10:24:25.023
Exchange via Office 365 admin, it doesn't say anything about online – macatwork – 2019-11-04T15:00:05.287
Than it's Exchange Online. You need to ask your administrator to set permissions on that folder. See my answer below. – Erjen Rijnders – 2019-11-04T15:08:39.957