If I select some files in xplorer² lite (also tried with pro trial) and press 'delete' I can't find the files in the windows recycle bin. The are GONE forever.
Assuming you did this with items on a hard disk (which has a recycle bin)...
This should not have happenned, unless the items were too big for the bin or you used Shift+Del which bypasses the recycle bin.
(Read more about deleting items in the User Manual.)
PS - The other possibility is that you did not delete them at all, but only removed them from the current scrap pane list. (The Delete key does that when operating in a scrap pane.)