How do I delete LEFT JOIN rows that are NULL in mySQL?
If by "delete" you mean "don't show them in this query result" you can use an INNER JOIN instead of a LEFT JOIN. It's worth learning the different types of joins and how to use them.
If by "delete" you mean "DELETE
the rows in my_order_delivery_address that have no matching my_order", you can do a multi-table DELETE:
DELETE a FROM mt_order_delivery_address AS a
LEFT JOIN mt_order AS o USING (order_id)
WHERE o.order_id IS NULL;