Run the following in the command line:

git fetch --prune

Or:
https://community.atlassian.com/t5/Sourcetree-questions/Sourcetree-Refresh-branches/qaq-p/481952

"Another option is to use the explicit 'Fetch' button on the toolbar and check the 'Prune' option. This will remove all remote branches which you have a local record of, but are no longer actually present on the remote.''

If you right click on Origin in SourceTree there is a fetch option