This bug is very easy to reproduce.

In Lady Boyle's Last Party, in your pistol duel with Lord Shaw, if you discreetly take out his two guards before handing him the note (I used Possession Lv2 for this), even if you choke him out afterwards, in your journal, it still says "Follow Lord Shaw". And after the mission is over, even though the "Special Actions" list at the end says that I defeated Lord Shaw in a duel, "Pendleton's Note" stays visible as an optional task FOREVER. Even to the very end of the game.