I currently have access to the "Late Answers" queue. One of the actions available for each late answer is "Delete". I am offered this option, even though I don't have permissions to delete answers. As such, when I click "delete" as my queue response, it errors.
Where do I report this?
You already did :)
Meta is not used only for decisions on the site scope and similar - it is for any kind of meta-level discussion about the main site. Bug reports also go on it, in the form of a new question.
You also correctly used the bug tag, which is automatically followed by the company developers. So it will get seen not only by us, but by the people who can do something about fixing it.
Relevant question on the mother meta: How do I report a bug related to Stack Exchange?.
Also, it so happens that in this special case, the functionality of the review queues was recently changed, and there is a list of known bugs associated with it. (This is the exception though, it isn't likely to apply to other bugs you may encounter in the future). You can check if your bug is already known, under Review queue workflows - Final release.
