Is a SQL query still called a "query" when doing a deletion, update or insertion?
I typically call them DML statements or just statements. Query is commonly used for convenience.

After all, you're issuing a query against the database - if you say...

DELETE dbo.table WHERE id = 5;


...isn't at least part of that a query? What about...

INSERT dbo.table1(col) SELECT col FROM dbo.table2 WHERE ... 


?

And no, I would not call them "scripts" - that implies something else altogether (usually a collection of statements, in a wide variety of languages, and commonly saved to a file).