if the vm data has been deleted (/var/lib/vz/root) or (/var/lib/vz/private) and the vm still shows up this is due to the cluster loosing sync (turning red) when the vm was deleted.
when a node drops off the cluster the pve root becomes read only... so it cannot delete the vm config file
to fix this issue .... goto
cd /etc/vz/conf
then find the ###.conf and delete it.... this will remove the vm from the cluster....
** NOTE: this will only work if the cluster is back online