Unable to remove domain from Office 365. Please help!

In the middle of an Office 365 to Office 365 migration. Client has lots of domains and I have moved most of them. Last (and of course, main!) domain still in the old Tenant. Last two domains:
When I try to remove the client's domain:
So, running powershell and there is nothing with the clients domain:
Doing a little digging I have found one item which seems to be some kind of external user who some has shared content with:

I cannot seem to remove this item

Any ideas?

This is holding up the whole migration!!

Thanks
Mark