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This fails for $X = \mathbb{R}$, and hence for every nonzero Banach space, since they all contain copies of $\mathbb{R}$. If the map $t \mapsto \delta_t$ were differentiable in either sense then for every bounded linear functional $F$ on $AE(\mathbb{R})$ the map $t\mapsto F(\delta_t)$ would be differentiable. Recalling that the dual of $AE(\mathbb{R})$ is ${\rm Lip}_0(\mathbb{R})$, differentiability at $t$ would imply that every Lipschitz function on $\mathbb{R}$ is differentiable at $t$, which is obviously false.