Now I think you're probably going to have to do some sql edits because once you start doing things behind the WebGUI's back it all comes crashing down. :(
it was in the GUI I did that. Since the jail wouldn't delete, I tried deleting the plugin and the dataset hoping that would also take care of the jail...
all from within the GUI.
It might be a glitch*, but check the Jails > Configuration value, i.e. the path. Make sure the path actually points to the volume/dataset of the jail in question, then the GUI might be able to see and delete the jail.