I assume the response code 200 always allows for a response-body, but I can't find any explicit mention of response-bodies for DELETE-requests.
It is explicitly mentioned here in the RFC
The short answer is:
You should include a response body with an entity describing the deleted item/resource if you return 200.
202 is something like an asynchronous request/response return status.
204 says explicitly that you do not include a response body