Totally get your frustration here. It seems that the Messenger app has been dealing with issues regarding their notifications lately -- some Members have reported, for example, their Messenger notifications refusing to be deleted. Your case, however, is the first I've seen for the day 😅
Try M370_melo's advice and reinstall Messenger. Sometimes just resetting things fixes a lot of issues caused by updates and the like.
1) Make sure the messenger app is updated
2) Set the battery usage for messenger app to Unrestricted
3) Put the messenger app to Excluded apps and Never Sleeping apps in Device Care settings
4) Restart your phone