How do I permanently delete a Site Collection from SharePoint Online

I am trying to permanently delete a SharePoint online Site Collection and unable to do so using Powershell.  I keep getting a message that displays "Remove-SPODeletedSite : Unable to find the deleted site: https://XXX.sharepoint.com/sites/Site_1.

The command that I'm using is:
Remove-SPODeletedSite -Identity https://XXX.sharepoint.com/sites/Site_1

When I try to find the deleted sites using command Get-SPODeletedSite nothing displays.  I can see the site collection in the recycle bin.

Not sure what I'm doing wrong, any suggestions?

I've already tried the suggestions listed here:  https://docs.microsoft.com/en-us/powershell/module/sharepoint-online/remove-spodeletedsite?view=sharepoint-ps
Timothy "Malachi" KernApplications DirectorAsked:
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Vasil Michev (MVP)Commented:
I've never found using the *-SPODEletedSite reliable, in many cases PowerShell doesnt even recognize the site as deleted and will happily return it via the regular Get-SPOSite cmdlet. Why dont you simply use the UI isntead? And by that I mean the old UI, the new one pretty much has the same issues as PowerShell...
Timothy "Malachi" KernApplications DirectorAuthor Commented:
@Vasil, thanks for your feedback, my first attempt was through UI and it only places the deleted site in the recycle bin, and keeps it there for 30 days, I need to permanently delete the site collection so that I can use the URL immediately.
Timothy "Malachi" KernApplications DirectorAuthor Commented:
There was a compliance policy that existed that had to be disabled first.

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