My Unread Messages is at 2 (it was at 1 for a month or so, but since weeks its at 2 now). Clicking it shows nothing. Maybe there are messages from people I blocked? When I get real new unread messages, then counter goes up and it works like always. Reading those messages (or clicking them as read) will decrease the number, up to 2.
I’ve had this happen for people I’ve blocked. Have you tried using the “Mark all as read” button? That has worked for me before.