When I click on Submissions Comments in my Inbox, I cannot find the cog which allows me to delete. There are only numbers which show me the message threads.
Correct. This is one of those areas where the documentation is correct in as far as it goes, but is not exhaustive.
The instructions for deleting a message are for the Inbox, not for Submission Comments. The Submission Comments portion of the Inbox only show the last 4 weeks of comments on submissions and then they disappear automatically, but you cannot remove a submission comment from that portion of the Inbox.
If you want to remove a submission comment, then use SpeedGrader to find the submission comment and delete it there. Note that this will remove it from within Canvas, but it may have been sent externally through Canvas notifications to the student's email and/or mobile app so the student may have already seen it.
Here are some pages from the Canvas Instructor's Guide
I notice that you asked a similar question here: Submission Comments
Rather than starting a new question, just respond to that existing one.
Thanks, James, for directing Diane Emmolo to respond to Submission Comments! Diane, we'd like to keep parallel comment threads from continuing to develop, so we've locked this conversation.
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