If you've stumbled across this page, you know what a dream the CDP appliance can be for a backup and restore solution.  You also might be aware of what a pain it can be when the appliance gives you an error while you're attempting to remove some data or delete an agent.

After several calls to Sonicwall support for the same issue, I was finally given the method they use for solving this problem.

First, you need to install Putty.  It's free, you can download it from:  http://www.putty.org/.

Once Putty is installed, connect to the device via its IP address. 

At the first login, enter:  snwlcli

You won't see a second, type:  admin

Hit the enter key.

You will be prompted for a password, enter the system password.

Once you're logged into the unit, type the following:

support_tool --remove-agent (AGENTNAME)

Substitute AGENTNAME with the name of the agent and remove the parenthesis.