@Sarah Jarbou Greetings from Microsoft!
Based on the information you provided, I understand that you have set vault immutability and have locked it. So, your understanding is correct, it is irreversible. In this case, to delete the vault you need to contact Azure technical support to connect with Azure backup product team to help you with deletion of vault.
Note: Your consent is required to delete the data and once the data is deleted, you will not get it back.
Here is the link - https://docs.microsoft.com/en-us/azure/azure-portal/supportability/how-to-create-azure-support-request to create support case.
Hope this answers your question. Let us know if you need any assistance reaching out to Azure technical support team.
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