There is an issue with Cox Webmail where it seems as if you can't "empty the trash" if there are a lot of emails in the Trash folder. The Trash folder will sometimes display as empty, even when it is not truly empty. This is because the "Empty Trash" and "Clean Up Folder" options do not work as they should.
A fix for this will be put in place soon. Selecting "Empty" multiple times will resolve the issue and eventually delete all of the emails in the Trash folder. Please give this a try and let us know if you are able to reduce the number of emails in your Trash folder!