SOAP API only creates in Classic Content, which means if your email was created it would be in the classic email section. (Which may no longer be possible since Classic is being sunset)
To create a new email you need to use the Content Builder REST API.
I found the answer after talking with support:
If you're familiar with CORS, the reason for it is to prevent cross-domain scripting (to prevent phishing attempts), which menas you can't run a call from your website to SFMC servers without receiving the CORS erros.
Marketing Cloud can't whitelist client domains for CORS requests, so there's no way to add the ...
Actually, as @sfdxfox said, you should better prefer Composite API because Graph API provides an enhanced way to perform composite requests, that is, it serves other purposes (e.g. allows to assemble a more complicated and complete series of related objects and records).
But if you still want to use Graph API to delete records by external id, you can make ...