If you're still decided to leave, unfortunately, courses cannot be deleted. This would break Udemy's lifetime access policy. What can be done is unpublish your course. This will remove the courses from the marketplace and prevent new enrollments but the students who are already in them will still have access to them.
Hi, I don't think that you should give up. Most times when you are on the verge of giving up that is when the break through comes. Just bear a little more patience and hang on there. Give it another try. Good things do not come easy. Wishing you all the best.