Log to Steam on browser and then go to https://steamcommunity.com/chat/
You should able to view, read and delete message
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iirc logging in from browser and entering steam chat (profile name>activity>send a chat message) fixed that for me.
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Recently I've got that message '1 new comment' ever hanging in the upper right corner and the link leads to a non-existant reply thread that might have been deleted by the author or smth, can I reset it anyhow?
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