I finally figured it out… to “remove” the delete button on Admin->Sales->Order and the details page (edit) you need to edit /app/admin/models/config/orders_model.php and comment out as follows in 2 locations (ie and put as indicated /* */).
$config['list']['toolbar'] = [
/*'buttons' => [
'delete' => [
'label' => 'lang:admin::lang.button_delete',
'class' => 'btn btn-danger',
'context' => 'index',
'data-attach-loading' => '',
'data-request' => 'onDelete',
'data-request-form' => '#list-form',
'data-request-data' => "_method:'DELETE'",
'data-request-confirm' => 'lang:admin::lang.alert_warning_confirm',
],
],*/
];
AND (around line 169)
/* 'delete' => [
'label' => 'lang:admin::lang.button_icon_delete',
'class' => 'btn btn-danger',
'data-request' => 'onDelete',
'data-request-data' => "_method:'DELETE'",
'data-request-confirm' => 'lang:admin::lang.alert_warning_confirm',
'data-progress-indicator' => 'admin::lang.text_deleting',
'context' => ['edit'],
],*/
So note that no-one can then delete the order records until you uncomment them again. Ideally some kind of automated authorization for e.g. Admin super user that would be able to see and do deletions would be preferred but this is what I could achieve with my limited skills. Would be great if someone could figure out how to get a roles setting for this where different types of users can do different types of things.