Problem resolved.
For whatever reason, I’m unable to open the folder using FileZilla (even though I can see it), but I can open it from my host’s file manager.
Deleting the folder solved the problem as expected.
As I say, AFAIK, I have no access to this folder. It’s on my site, but hosted on WordPress.org. I tried FTPing to my site, but the blog directory doesn’t permit access (I assume because it’s actually hosted by WordPress).
