Hi El,
EM user here too.
In the events list you can use the bulk actions to delete multiple events. 4000 at once is not possible, so you will need to do it several times.
Deleting an event will also delete all booking and ticket info, if present.
Locations will not be automatically deleted.
It will not delete any images. Images are saved with their own ID’s by WordPress. You would have to delete those from the Media Library. That will delete all image sizes WP auto-created upon upload as well.
Remember to empty the trash, or it will not be really deleted. ??
As info:
Doing a SQL query is not a good idea. EM saves data in several tables, linking them together: wp_posts, wp_postmeta, wp_em_events, wp_em_bookings, wp_em_tickets, wp_em_locations, etc. Chances are deleting them by query will still leave lots of “hidden” data. The bulk delete option will make sure all linked items are also deleted and/or updated.