I've added a few ActiveX calendar controls and now can't removed them. The calendars won't select so that I can remove them. You can see from the video how I've went to design view and tried to select the calendars to no avail.
If these are the only shapes in the worksheet, try the following VBA code:
To enter the code. Press alt-F11, from the menu choose Insert\Module and then paste this code into the code area. Click somewhere inside the code, then press F5 to run the code.
It will delete ALL shapes from the active worksheet.
It looks like in your screen capture that you select design mode at the beginning of the process after inserting the calendar controls you no longer are in design mode
so the items are not selectable
Reselect design mode so you can delete them