If iMovie is working properly you should be able to click on the clip in the timeline to select it. It will become outlined with a yellow border. Then you press the delete button on your keyboard and the selected clip will be deleted from the timeline. The unedited clip will still remain in the project media.
Since apparently that is not happening with you, you might try deleting/resetting preferences, as that procedure often cures iMovie misbehaviors.
To delete/reset preferences open iMovie while holding down the Option and Command keys and select to delete preferences in the box that appears. iMovie will open in a new empty library. Reopen your old library to get back to your projects. Now see if you are able to delete a clip from the timeline. Possibly you may need to reboot to set the changes. Deleting preferences is a safe procedure that will not cause data loss or disruption to your project.
One can also delete a clip from the Finder, as you have done. Deleting from the Finder will permanently remove the clip from the iMovie library, and will disable the clip in all projects that may be referring to it, thus disabling all projects in which the clip is being used. Further, unless you have stored your original source media in an additional place outside of iMovie, you would permanently lose the source media. So, it can be risky to delete clips from the Finder.
-- Rich