@Rodrigo Rios
Are you able to delete your Key Vault via the Portal or are you still not able to locate it there?
-You can go to the Azure Portal -> In the Search bar type, Key Vault -> Select the correct Key Vault and delete it, once your vault is deleted you can then continue with your lab.
You can also make sure to select the correct subscription when deleting the Key Vault (if you have multiple subscriptions):
az keyvault delete --name "keyvaultk8s" --resource-group "aad-pod-identity-rg" --subscription "subscriptionID or subscriptionName"
Please let me know if you're still experiencing issues or have any other questions.
Thank you for your time!