I deleted the lua files with the name of this HUD, and it didn’t disappear. What other folders contain files I need to delete? Sorry if i’m missing something really obvious.
You’re obviously missing information.
I am assuming that you didn’t install it as an addon.
Download the said HUD and look for which files that it places in your game, if it replaces files just delete those as STEAM will automatically rebuild the default Garry’s Mod files again for you next time that you start your game.
If everything else fails you can always Clean Garry’s Mod.