virtual private gateway deletion error

Hello.

That error occurs if the VGW you are trying to delete is being used by another resource.
I've seen that error occur when trying to delete something when it's connected to something like DirectConnect, for example.
Therefore, please check whether the target VGW is being used by another AWS resource.

Also, try detaching from the VPC first and then removing VGW.
https://docs.aws.amazon.com/vpn/latest/s2svpn/delete-vpn.html#delete-vgw