HelloRoot is correct. You should not have deleted anything. You should have simply shutdown the server and contacted the FBI (not the police). Child porn is a serious federal offense and because they committed the offense across state lines (or aren’t in the US at all), FBI wold have jurisdiction. Because you deleted the evidence (a crime, by the way) there’s nothing for them to go on now.

If this ever happens again, shut down the server so no one can connect, and contact the FBI Criminal Division who has their own child crimes division that specifically deals with child pornography.