Don't use "On loader layout complete" event, you don't have a loader layout.
construct.net/en/tutorials/loader-layouts-custom-loading-9
You can't delete the save data, but you can simply pretend that it doesn't exist. Restart the layout without loading from the saved game.
So you can do something like this:
Global variable newgame=0
On start of layout
if newgame=0 : Load game from slot "mygame"
Mouse On NewGameButton click
: Set newgame=1
: Restart layout
On load complete
: Set newgame=0
On save complete
: Set newgame=0