I did a daily clean up of my device's storage and as I deleted a thread of messages I received a message from the person whose thread I was deleting. That message now will NOT go away. I have cleared notifications and restarted my phone and even deleted the thread again. If I open the conversation the message that is notifying me will pop up again and even show up on my edge panel(because it's a message from my girlfriend whom I put on the edge panel for quick access to messaging and calling).
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I had a similar situation, I went into settings->Apps-> opened the app, then did a force stop. Because this was an app that is always running, AT&T Mobile Security, it restared itself and the badge cleared of the notification, the notification which I could not delete fro the pull down nontification window or by clearing all notications, finally disappeared. I just posted a new discussion explaining this and for Samsung to please return the clear badge notication option from the home pages for each app, which prior to the S9+ also cleared the notification message itself. I don't know if this matters, but I disabled on my S9+ my edge panel, because it kept opening up when I would swipe my hand to create a screen capture, something I do a lot of.