Some Android users have complained about seeing an unread SMS message(s) notification on their Android phones. Checking the whole phone revealed no unread messages. To resolve this issue:
Go to Settings
Application Manager
All applications (on the top)
Locate the BadgeProvider or BrandingProvider app and select it
Click "clear data"
Reboot the phone
If this doesn't work then consider the following
If you are using another app as default SMS app then reset your phone's messaging app back as default then delete the SMS
I followed ur instructions above but Badgeprovider and BrandingProvider are not in the phone's settings. So I used sms cleaning/remover apps, of which many of them couldn't remove the messages. But at last I got one that did the job. It's HISTORY ERASER