Once saved, upsell products can not be removed again easily. Using the following MySQL script, you can delete Magento upsell products from the database.
DELETE link.* FROM catalog_product_link AS link
LEFT JOIN catalog_product_link_type AS linktype ON (linktype.link_type_id = link.link_type_id)
WHERE linktype.code = "up_sell" and product_id = 123;
Deleting upsell products directly in the database
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