How can I alter the permission of a file without using Get Info?

Check the protections on the directory that this file is stored in. Make sure you can write that, too.

If this is an SD card, check the write-lock.

Failing that, launch Terminal.app and enter:

ls -ale@

with a trailing space on that string. Then drag the DSC_6530.JPG file from Finder and the GUI and into the terminal session, and you’ll get the path added to the end of the command. The dile itself won’t move, a d won’t be changed. Then press return to execute the command. Post the output from that ls command.

Post the ls command output, then. Create a temporary file or three and post the output of one of those files on your Desktop and that you (presumably) can delete, and try that delete. That’ll give us something to compare the JPG with.

Also, do you have iCloud Desktop enabled?

It seems something set a uchg flag on these files preventing deletion, based on the cited error message.

ls -lod DSC_6350.JPG

Are these images referenced by some app, but have not been imported and stored within the app-private storage?

Use the following to unset that user immutable flag uchg:

cd ~/Desktop
chflags -vv nouchg ./DSC_6350.JPG
rm -f ./DSC_6350.JPG

No sudo is required to unset uchg.

Where, path wise is the file located?

You are welcome.