If you use the DeleteFileW function then it handles all that for you, including setting FILE_DISPOSITION_POSIX_SEMANTICS. At least it did the last time I tested it. But sure, don't take my word for it. Test it.
Edit: Just tested again. I'm not sure how you create files with FILE_SHARE_DELETE in Python so I used another program to create a file and hold the handle open. I then used `os.remove` to successfully delete the file while the handle was open. I could also delete the file from Windows Explorer. This was on Windows 10 1909 on the machine I use for development, thus it is possible that I've set some experimental option somewhere that affects Windows' behaviour. So further tests are welcome.