Store your filenames in a dataset, and use data step logic in place of the macro code. It's cleaner and performs better:
data files_to_delete;
input fname :$256.;
datalines;
$HOME/test/test1.csv
$HOME/test/test2.csv
;
data _null_;
set files_to_delete;
rc = filename('fdel',fname);
if rc = 0
then do;
rc = fdelete('fdel');
if rc then put "delete failed: " fname;
end;
else put "filename failed: " fname;
run;
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