I use the special delete in the past but with the new version it deletes the info but leaves the hole. Please advise how to remove a section of a midi song including the hole. Thank you for your help.
 
Thomas 

Set the Snap to Grid value? Where is this located. Thank you.

I just tried this with MIDI data, and cannot get the hole to delete on a MIDI track. The only way I could do it was to split the track, delete the data, and slide the other MIDI data left (with snap to grid off). The delete hole only seems to work with audio data for me.
 
The Snap to Grid value is in the command bar (at the top of the screen by default, hidden/unhidden with "C"). By default the Snap Module is the second from the left.

Uncheck "Non-destructive midi editing" in Preferences>Customization>Editing.

Thanks Clint. That made the delete special work for me here.

There has to be an actual Midi event (such as a note) IN THE HOLE before it will delete properly

Actually, I don't think you need an event--I often use this to delete empty space before drum intros.