The second time it sees the file but reports an error like
[Errno 2] No such file or directory: u'\\\\?\\C:\\Users\\foo\\AppData\\Local\\Microsoft\\Windows\\Explorer\\thumbcache_1024.db': Command to delete C:\Users\foo\AppData\Local\Microsoft\Window\Explorer\thumbcache_1024.db
Now the Windows DIR command shows thumbcache_1024.db, but the DEL command reports "Access is denied."
I saw this also on Windows 7. The first time the delete operation reports a success like
Delete 24B C:\Users\ foo\AppData\ Local\Microsoft \Windows\ Explorer\ thumbcache_ 1024.db
The second time it sees the file but reports an error like
[Errno 2] No such file or directory: u'\\\\? \\C:\\Users\ \foo\\AppData\ \Local\ \Microsoft\ \Windows\ \Explorer\ \thumbcache_ 1024.db' : Command to delete C:\Users\ foo\AppData\ Local\Microsoft \Window\ Explorer\ thumbcache_ 1024.db
Now the Windows DIR command shows thumbcache_1024.db, but the DEL command reports "Access is denied."
So these are not normal files