Repetitive Message from Quarantine Manager. Disappears when I try to read it

I am getting interrupted regularly throughout the day with a warning that there has been a Phishing threat found. When I click on Quarantine manager, the threat shows in the top of Quarantine manager but no details are displayed. 

When I go to click on it then it just disappears. If I click the lock and authenticate, then it just disappears (I am talking about the line near the top of the Quarantine Manager that shows the specific threat. 

So I can't do anything with this threat that keeps coming back over and over. 

I suspect it might be something to do with my Time Machine backup. Because I have deleted all accounts out of the Mail app, and also out of Thunderbird (and removed that app entirely)

Any ideas?

Thanks

Brett