Looks like there is no direct way to override the delete button functionality. See https://salesforce.stackexchange.com/questions/282979/override-standard-delete-action-on-account-object
You might want to try the approach suggested in https://developer.salesforce.com/forums/?id=9060G000000UbhIQAS
"Create Lightning Out to run Lightning components in visualforce page and then you can use that visualforce page and override the delete button functionality."
Hope the code in https://www.forcetalks.com/blog/how-to-override-standard-buttons-with-lightning-component/ will help you get started
Thank you
For delete standard button, we don't have option to select the lightning component. Can you help me with the delete button?
See https://salesforce.stackexchange.com/questions/282979/override-standard-delete-action-on-account-object
You might want to try the approach suggested in https://developer.salesforce.com/forums/?id=9060G000000UbhIQAS
"Create Lightning Out to run Lightning components in visualforce page and then you can use that visualforce page and override the delete button functionality."
Hope this helps!