Hope this helps..Might be completely off or somewhat helpful.
I had the same problem with my phone (it kept stating that i had a voice mail) but every time i checked on my Google voice account via web there was nothing nor in my google mail account. So to fix that problem I had to hear my voice mails by calling my own number google number and once in voicemail settings went on to hear my messages and then pressed "7", so they can be archived. If you tried this already, and it states there are no messages then you probably need to do the following.
When you initially registered for your google voice account you were asked to validated a number by calling a land or cell phone number and then pressing "52" or whatever number they asked you to press. For some weird reason that number that you confirmed it on, is now is registered on your google account and when it gets a voicemail, it saves it on your google account. So you do have a voicemail, but its from the other number (e.g registered land or cellphone). Thus giving you a voicemail indicator on your house phone.
So if i get a voicemail left on my cell phone (e.g the phone that i use to initially confirm the two digit google validation number), i get a message on my home phone stating i have a voicemail. To get rid of the new voicemail indicator, i downloaded GV app on my phone and registered with my google voice account and now i have immediate access hearing them and deleting them. Now if you don't have an android phone or an iphone i'm not sure what to do from there on. Hope this was helpful.