I have set the settings to highlight the current playing song at 'source'. So, usually it's a song playing from the main library. I would press shift+del, with the playing song highlighted, and a pop-up would ask me for confirmation and I would press 'ok'. The song would delete and the next song (which would be the next song in the 'now playing queue') would start playing, along with the highlight jumping to that song.
Now, nothing happens after the deletion. All playback stops.