In Windows there's a difference between hitting Del key or Shift+Del keys.
Hitting Del would simply move the file to recycle bin but hitting Shift+Del will delete the file permanently.
My question is: Does it work the same way in Nautilus?
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Works the same way as in windows ,also you can try it yourself
Create empty document by right click anywhere on desktop and going to create document option there you will find empty document option
after that delete that document with only del button
then recreate a document with same procedure or restore the previous document then shift+del it.
You will see difference yourself(ubuntu recycle bin is trash the last Icon in dash[ubuntu start bar])