I'm using Textra now, so I'm not positive, but I think you can hit your menu button while in the messaging app and choose to delete all messages. Even though you don't have a message this might clear out whatever is causing the notification. Also, rebooting your phone might help. Sorry if you've already tried these things.
(Hey, sorry, just saw there's another thread about this issue and some more helpful advice. Seems what I've suggested doesn't do the trick. Hadn't had this issue so far with my Ultra.)
The issue was the photos were not coming through when using the Messenger app. I switched to Hangouts and no more issue, plus its just a better app. Thanks!