Just tried to move, then remove multiple CR2 files from my catalogue so that I can re import them as DNG files to their previous location. I can remove individual files, but if I select all the CR2 files I can't remove them. I think this is a bug, but there seems to be no way to report it [which is stupid in the extreme]. Does anyone know why this is happening. It's happened on a number of occasions [also with DNG and other files] but this time re starting Lightroom and rebooting my computer hasn't helped...
New Street Photography
To convert cr2 files to dng, in Grid mode select the images, and then under the Library heading,click on 'convert photo to dng'. Then check the option of having your cr2 images automatically deleted when they have been converted.