Changing a proxy address to a discrete address

I have an e-mail address in Outlook.com and, some time ago, added a proxy address.

I would now like to decouple the proxy and use it as a separate e-mail account.

I can dis-associate the proxy from the main account but when I try to add it as a new address I am told that it already exists.

How do I delete this address so I can re-create it as a separate entity?