Webform data tables name change d7 to d8 tables to delete records from
I agree that you should use the 'Entity API' but if you are deleting 1000's of records I understand why you would want to do it using SQL.

Below are all the tables that are used to store webform submission related data.


webform_scheduled_email
webform_submission
webform_submission_data       
webform_submission_log