Deleting Photos From Finder
As stated, Photos keeps its own copies in its library.



Provided the photos you have edited and weeded out in Finder are the only photos you want in your library, try this:


Quit Photos if open
Move the Photo Library.photoslibrary file to a new location. (Desktop for instance) This make take a few minutes depending on how large the library is.
Open Photos app.  It will ask you for a Library.
Create a new Library
Import your cleaned up photos to the new Library
If you have what you want you can delete the old Library.


This should save you lots of time.  Just be sure you have backups of your photos!

In case you are curious how Photos stores your photos, ⌥+Click or right click and Show Package Contents