To delete a board
1. Click on search button
2. Choose "View all boards"
3. Choose the board you want to delete and press a "..."
The possible reasons of it are:
1. There are no issues in the project. You need to create them.
2. It's a level security switched on to the issues wich do not aloud you to see them.
3. Your project uses custom workflow so you need to configure columns and match statuses of workflow to columns of kanban board.
4. Wrong JQL-query / filter. // But in your case everything is ok with it.
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