100% Delete U2 from iPhone?
The source of th songs is likely that they sync from iTunes on a PC or Mac. 

Apple released a 'Songs of Innocence deleter' about a week after the album was released...


  Remove iTunes gift album "Songs of Innocence" from your iTunes music library and purchases  
  
  Learn how to remove the iTunes gift album "Songs of Innocence" from your iTunes music library and purchases.
  
  Follow these instructions to remove U2’s "Songs of Innocence” from your iTunes music library and iTunes purchases. Once the album has been removed from your account, it will no longer be available for you to redownload as a previous purchase. If you later decide you want the album, you will need to get it again. The album is free to everyone until October 13, 2014, and will be available for purchase after that date.
  
  To remove this album:
  
  
  Go to https://itunes.com/soi-remove.
  Click Remove Album to confirm you'd like to remove the album from your account.
  Sign in with the Apple ID and password you use to buy from the iTunes Store.
  You'll see a confirmation message that the album has been removed from your account.
  
  
  If you downloaded the songs to iTunes on your Mac or PC or to the Music app on your iPhone, iPad, or iPod touch, you'll need to delete them manually.