How do I determine where a sparseimage file was created and how do I safely delete it safely?

I have one showing up in the "recovered Files" folder in the trash and it won't delete. It seems to reside on an external hard disk I have hooked up.

I am no sure how it was created and now I can't seem to get rid of it as it does not just erase from the trash. It does not ask me for a password or respond in any way when I start emptying the trash, but it also does not delete from the trash.