There are two related but distinct issues here:
- The question of whether you have acted in a manner that is within your legal rights.
- The ramifications of public opinion regarding your photography business within the cosplay community in your country.
I'm not a lawyer and you should not take this as specific legal advice. For specific legal advice you should always consult a legal professional familiar with the specific laws and case studies in your legal jurisdiction.
In general, though, countries who are signatories to the Bern Convention allow photographers to take photos in public places and use them editorially. This includes editorial usage for which the photographer is compensated. Commercial usage, which requires a release from identifiable persons depicted in an image, is defined by the way an image is used to promote a service or product, not by whether or not the photographer was compensated by someone for taking the photo and selling a copy to them.
Most cosplay events are very specific in their terms and conditions that are implicitly agreed to when one purchases a ticket and attends such an event. If the organizers of the event included the requirement that all attendees grant permission to have their photos taken in the terms and conditions of the ticket sales and the organizers gave you permission to take photos and sell them as editorial or creative content then you're not legally required to remove the images or compensate the subjects depicted in them.
Unlike a lot of ticketed events open to the public in which the attendees are not really aware of many of the terms & conditions included, it has been my observation that most of the attendees of cosplay events, at least here in the U.S., are very aware of them. At some events there are almost as many photographers attending as there are costumed cosplayers. At times the cosplayers are fairly competitive with regards to getting their favorite photographers to shoot them.
From a comment made by the OP to another answer to the question:
The problem is the snowball effect it created. She made a post on facebook. Now all of her friends, and friends from friends and family that attended the event are asking to remove the photos. They're even finding other events that i shoot, like the Carnival and want those photos removed as well.
Your initial response should probably have been to make an offer along the lines of, "I'll delete images of you if you will agree to remove your social media posts and stop casting my business in a negative light."
Now that the Pandora's box of viral social media has been opened, there's very little damage control that you can do. Whether you are legally right or wrong does not matter. If a large part of the cosplay community in your area has turned against you based on the influence of this person, you're going to have to deal with this for a long time.