Apple - Strange case of truly invisible file (?) and undeletable directory on macOS

I filed a bug report with Apple and this seems to finally be fixed now in Mojave 10.14.4 (18E226).

To fix, update your OS to the latest version. Then reboot into recovery (CMD-R) and run disk first aid.

It should show one or more error: directory valence check: directory (oid 0x123456): nchildren (1) does not match drec count (0) and / or error: nchildren of inode object (id 12345678) does not match expected value and repair them.

Once it is done, reboot into OS X and you should finally be able to delete the folder normally!