Welcome to MR. I have a mac, and I notice that if I delete the books from my download folder before I save it somewhere else, I've lost it. On my computer, calibre makes a folder that is on my computer where it stores the books, then I can delete from downloads. All my saved files on my computer are on my hard drive, so I'm not sure why you'd want to delete from the hard drive... I just delete from certain folders. (I'm not known for being super tech-savvy, so perhaps I don't know what I'm talking about, but welcome anyway!

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