Probably the "data roaming" notification. By the time you turn your screen on it is gone. Turn off the roaming notifications and I bet you won't get anymore phantom notifications.
Are you using a 3rd party messaging app? If so, make sure that you turn notifications off in the default app. I am not assuming that you don't know what you're doing, just that the obvious is oft overlooked
My phantom LED flashing was because of the Yahoo Mail app. There's no way to stop the notification so I had to uninstall the app. Haven't had a phantom notification since.
I am having the same issue. I don't have any third party messaging apps or Yahoo Mail on mine. I also have the roaming alerts turned off. So I am not sure where mine are coming from.