I’ve completed everything I’m supposed to do but the mission marker is forever on the map. I’ve done everything, collected everything mission related, fully explored the bunker and killed everything too. It’s even ticked as completed in the log.
PS4
Thanks for reporting, this is a known issue 
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had the same issue, then a friend joined my game and we went back to the castle where the first clue is, it wasn’t there for me because I already picked it up, even though the game didn’t register that, and it was there for my friend, so he picked it up and the quest completed and the map marker went away. Then a few days later another player joined my game and the map marker came back for a few days, but I don’t know if him joining was the cause. Eventually, the marker went away again by itself so who knows.
I am having the same problem on Windows 10, except the mission is gone from the log.