Follow up: I have factory reset the phone and checked old message threads. The unknown phone number is now replaced with my name. I should've done this when I first received the phone. Thanks for the help with troubleshooting.
I see this when I send a pic thru messenger, then while in messenger, I select the sent photo. That's the only way I see it. I have no clue who this number belongs to. They're not in my contacts and no one answers when I call