I can't find the setting to turn off the sound that plays when I delete an email with shift-delete. I've tried notifications in both kmail and in system settings. I've found settings for KDE email client, kmail, archive mail agent, mail filter agent, new mail notify, there doesn't appear to be any sounds set.

In this case you just hear the notification for a standard warning message.
You can configure it in Systemsettings->System and Application Notifications, Event source "KDE Workspace".