Here is simple solution to delete WordPress with Woo (WooCommerce) orders’ data from database with SQL command. Create a backup from your database first! Copy, modify if necessary and run it throw PhpMyAdmin. Be careful!
DELETE wp_posts, wp_postmeta, wp_woocommerce_order_items, wp_woocommerce_order_itemmeta
FROM wp_posts
LEFT JOIN wp_postmeta ON wp_posts.ID = wp_postmeta.post_id
LEFT JOIN wp_woocommerce_order_itemmeta ON wp_postmeta.post_id = wp_woocommerce_order_itemmeta.order_item_id
LEFT JOIN wp_woocommerce_order_items ON wp_posts.ID = wp_woocommerce_order_items.order_item_id
WHERE wp_posts.post_type = "shop_order"
AND wp_posts.post_date < '2019-03-01';