Then the question remains as to which conversations are involved.
No idea. The only thing I can suggest is maybe to “disable the conversations” and see if that then might show you what messages they relate to.
If you then can’t find anything, re-enable conversations again and “look in the Unread folder under Favourites” at the top left.
Now if nothing in Unread, maybe just “disable the recent displaying and recent counter” for now if you are confident you have read all messages. See the following thread on how to do that in V10.