What is this device? Can you power it down so it does not respond? If you do so maybe it will clear on a reboot (then remove) or overnight. I can't remember exactly how to do it the HE way or if it's even possible yet. I've also hit "discover" and "repair" a couple of times with the device powered - sometimes it will be found again and show up in the device list where you can remove it.
I usually remove these troublesome "ghosts" via a Z-wave usb stick. It might be worth picking one up for giggles - they are fairly inexpensive.
See @danabw excellent guide:
