Hi Antonio,
The reason why dtp request is still in yellow although it has failed, the job associated with it are still running. Go to job overview and cancel all jobs associated with it. Else go one of the menu bars (3rd or 4th I guess) and select Jobs. You will be directed to sm37 and the listed jobs. Once you cancel them, the DTP request should turn to red and then you can delete the request.
Hope this helps.
- Shadab