As far as I’m aware (although I could be wrong - I just learned about another feature today I didn’t know existed), the checkbox on the left side of the tool bar only selects what is visible on the page and does not have an option to select everything.
Have you tried selecting everything on one page, then going to the next page and doing the same, then deleting them? Does that delete 100 or 200?
Another option would be to access your MySQL database and delete them all from there.
Edit: I just played around with an idea and seems like it might work. Do note, I’m not at my computer, so it might be different with the desktop app. It might also be different in the web UI. So you’ll have to experiment.
However, looking at some test data with the mobile app, you can view all items at once (depending on which view option you’ve selected) and ticking the checkbox selects all items. I don’t have thousands of items, but do have just over 500 items and all of them were selected. You’d have to see if you can do this on the desktop app or web UI.