I have that trouble too. Click away from DMs then the double checkmark in the top right to clear.

It seems like it can happen with mentions too. Pretty much anything that hits the notification pages is prone to getting stuck unless I spam click mark all read. Even closing and reopening the app won't clear the notifications even after the notifications have been seen.

I can confirm that DMs have temperamental unread message behavior.

I got a DM a few weeks ago, and nothing I do can clear the (1) badge from the messages icon. When loading the app it randomly stays or goes; sometimes it thinks it's unread, other times it's read and the badge is gone.

I've never had an issue with push notifications though, the first one was sent properly and has never been duplicated.