- Augment existing trade depots
- Zone more commercial
- Dezone the offending industrial and rezone or leave it alone
1) If you don't have traffic congestion problems, you could add more delivery truck or freight storage modules to your existing trade depots. David B explained this solution in detail.
2) You could also zone more commercial if you have the space, which would increase the demand for freight and consume more of the supply.
3) I suggest dezoning the areas with the complaining high density industry. However, I recommend you do not just delete the buildings. This could lead to some unwanted consequences and break your city. If you delete buildings with workers in them, the workers may disappear completely instead of being reassigned to a new job.
My Recommendation: Solution 3
Dezone the industrial and rezone with residential or commercial. To do this, go to the zoning panel and select the option with the red X. This will allow you to remove parts of a zone. You can then rezone with residential or commercial.
When you rezone over existing buildings, the ones that become abandoned or make low profits will be removed by the game engine and will be replaced by the building type of the new zone. You may have to do some urban renewal by placing parks and other happiness boosting buildings, but it will be worth it in the long run.
This solution is best IMO, because it removes buildings that are struggling "naturally". This is usually how I strike a good balance in my cities, and this is sort of how governments do it in the real world.