You can use AutoHotKey to disable this key-combination.
- Right-click an empty spot on your desktop or in a folder of your choice.
- In the menu that appears, select New -> AutoHotkey Script. (Alternatively, select New -> Text Document.)
- Type a name for the file, ensuring that it ends in .ahk. For example: Test.ahk
- Right-click the file and choose Edit Script.
On a new blank line you have to insert this script in the file.
This will block the shift + delete - keystroke and will only execute the command like just the "del" key was pressed.
You can also add a line that will disable the possibility to permanent delete this in context-menu. *But that will also block any other shift + rightclick-operation and won't work if the user first pressed the shift-key. *
- Save and close the file.
- Double-click the file to launch it. A new icon appears in the taskbar notification area.
- Test your script.
- To exit or edit the script, right-click the green "H" icon in the taskbar notification area.
But as mentioned in the comments, the user can still delete the files from the recycle-bin. And also he can still delete it if he first rightclick and than presses shift. So it's just to prevent users a bit.