Is it possible to see this phantom consist in mini-map view (Surveyor) or Map View proper in Driver mode? Also, have you tried to see whether you can locate it using Wireframe View (F9) in Surveyor both in Session Edit or Route Edit mode?
One fairly certain way of deleting phantom consists that you can see but not interact with if you know exactly where they are located on your grid is to COPY/PASTE an area of terrain big enough over the phantom-consist's location to obliterate the entire consist. (Tools Menu F5, Copy and Paste). You may need to relay tracks and replace other scenery items afterwards of course... (Hopefully it is not a 110-total coal train!)
Also - in Driver Setup during Session Edit mode of your Session containing the phantom consist, look for any orphaned consists/ drivers shown in the current Driver List.
i.e. In Edit Session Surveyor Mode, go to Session Edit (Ctrl r), then Driver Setup, Edit..., Look at the current list of Drivers/ consists and delete any wrong'uns - then Click the Tick to save and then again to exit the dialog box. Save your work.