It's hard to diagnose your exact situation without being there, so I don't know if I can give you meaningful advice. My guess is that CCC is cloning your internal hard drive, as it should do, and since Macintosh HD is no doubt the name of your internal, it is logical that CCC would designate that as the top of the hierarchy. To complicate issues, Apple's newest OS releases are now using two names for each drive--the name you see, and a separate file with "Data" at the end. The "Data" title remains invisible until you back up with CCC or view your system in Disk Utility. I have no idea what this accomplishes, other than it is part of the newest Apple APSF file system.
I believe this is covered in some depth in the CCC online documentation. You might want to spend a good bit of time reading through that documentation, which is extremely complete and detailed, but also occasionally difficult to understand. Many processes have changed in CCC by necessity relative to the latest two Mac OS issues, due to a rather radical change in how Apple handles files.
Generally when you can't delete a file, it is telling you that you really need it for something.
I had to spend quite a bit of time with CCC documentation to fully grasp it after Apple made this change. You might have to do the same, if you are using Catalina or Big Sur. Pay particular attention to what CCC says about APSF and how it has affected backups. It required me to modify my CCC processes a bit from what I was used to.
I could be way off in all of this. Sounds like you have things under control regardless.
