Have to tried deleting them by index instead?
For i = 1 to wdDoc.ActiveWindow.Document.Fields.Count
I have found sometimes that in loops removing the active object in this
fld is not always successful and VBA Error Messages are
less than specific. Also it seems SEQ(Sequence Fields) and XE(IndexEntry
Fields) cannot be
Unlinked which suggests to me that
Delete may fail as well although Microsoft does not specify
this is the case.
Based on comment looping last to first
For i = wdDoc.ActiveWindow.Document.Fields.Count To 1 Step -1