Firewall Security Rule would not allow me to delete an inbound rule. The error message I get is "The specified rule does not exist in this security group." This doesn't make sense to me.

That error occurs if you have already deleted a security group rule or if the security group rule ID you have specified is different.
Delete the rule using the method in the next document.
https://docs.aws.amazon.com/AWSEC2/latest/UserGuide/working-with-security-groups.html#deleting-security-group-rule