I also have a continuous icon telling me I have vm and when I swipe down it tells me there are 6 new vm and I should dial *86. No messages there. Called from land line and no messages there either.
Whenever I get a junk message such as you have, I press and hold on the expanded version of the notification, the one that shows upon pulling down the notification shade. It then shows me a bell icon with a slash across it. Tapping that icon makes the notification go away. (Or, you can get rid of all notifications by tapping on the 3 bars in a slanted stack at lower right of the pull'd down notification shade.)