I would suggest doing a telnet to the Exchange server IMAP port, logging in, and trying to delete the messages manually.
It may be that the messages are corrupt in the Exchange message store since Alpine can't delete them. If that's the case then you will have to use Exchange tools to repair or delete them. However, let's try to delete them with IMAP commands.
Hopefully you can identify the messages by the subject or sender. Let's assume you know the subject and it is "Nice day".
telnet server 143
1 login user password
1 select folder
1 search subject "nice day"
* SEARCH 64
1 OK SEARCH completed
(This response tells us the message number is 64. Mark it for deletion.)
1 store 64 +flags \deleted
(Repeat for the other bad messages. Then delete the messages with EXPUNGE.)
1 expunge
1 logout
If Exchange lets you delete the messages then you're done. If it refuses there should be an error message that might help.
-Rick