Bash – How to delete a word next of last slash

This is possible if and only if the terminal sends different escape sequences for Ctrl+Left vs Left. This is not the case by default on the Linux console (at least on my machine). You can make it so by modifying the keymap. The exact file to modify may depend on your distribution; on Debian lenny, the file to modify is /etc/console/boottime.kmap.gz. You need lines like

control keycode 105 = F100
string F100 = "\033O5D"
control keycode 106 = F101
string F101 = "\033O5C"

You might as well choose the same escape sequences as your X terminal emulator. To find out what the control sequence is, type Ctrl+V Ctrl+Left in a shell; this inserts (on my machine) ^[O5D where ^[ is an escape character. In the keymap file, \033 represents an escape character.

Configuring the application in the terminal to decode the escape sequence is a separate problem, .

I don't know who's "responsible" for that Alt+d behavior: I don't know if it's the terminal or if it's the shell (Bash in my case).

It's bash, specifically the default command-line editing setup. Here is a nice page on what commands can be bound, and how to change the default bindings.

The default binding for Alt-d is kill-word which is supposed to work like the command of the same name in Emacs. As you've observed, though, it doesn't—Emacs would consider the space between >> and the tilde in your example to be a word break. That bash does not, I would consider a bug. Short of getting the source for bash, changing it, and recompiling it, I don't know what you can do.