Have 'Select All Unused' in the Swatches panel look inside symbols
Right now when you choose 'Select All Unused', it selects colors that are in use inside of symbols and they will delete if you are not careful.
If the color is not directly placed on the artboard it seems Illustrator can't tell it really is in use.
Deleting the swatches results in 'Deleted Global Color' swatches appearing in your Swatch panels.
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