If you encounter a situation where you are alerted on an open none compliant third party software and you can't find it or it seems to already be closed, try to close it by theses steps:

  1. Go to your Mac’s Applications under Utilities (Command + Shift + U)
  2.  Inside Activity Monitor, select all processes that have the software name 
  3. Select those processes, click the Stop button at the top of the window and choose to Quit or Force Quit the application

For example, closing force closing Anydesk: