I am also using SolydX (up to date) with Thunar version 1.6.3.
It shows a Trash folder under Places. See screen shot. If I
highlight a file and hit delete, it goes to Trash. If I hold
the shift key and hit delete, I get the confirmation box asking
if I want to permanently delete the file.
https://www.dropbox.com/s/nrir75v617rlmpu/Thunar.png
You might have better luck getting some help in the SolydXK
forum. Some of the developers and testers are there.
http://forums.solydxk.com/
--
<Wildman> GNU/Linux user #557453
May the Source be with you.