Page title shows a (1) unread count with no visible unread channel or DM

Ok, I think I figured out what created this. I had a DM from a person I had never DM'd to before and for whatever reason it did not render a ping next to their name. I cannot be confident their icon even appeared in my DM list. I did not hit "Mark as Read" on all DMs, should've included that as part of the test. Feel free to comment if you read this and can provide more information.