I think I have found the issue. There is some sort of conflict between the Android Messages app and the Messages+ app. I am having the same issue with Android Messages showing unread texts even though I have opened them all. However, if you go to the Messages+ app, those texts are shown as unread. I "read" the texts in this app (and also set this as the default messaging app) and then switched back to Android Messages and reset this app as the default messaging app. The notification is now gone. However, for the moment it seems like you keep having to do this, unless you just use the Messages+ app is the default? Not looking to do this, so hopefully Android Messages releases an update in the very near future which corrects this issue.