Invisible sitemap won’t go away

On the Settings Page I get this error message:

Result of the last ping, started on December 12, 2016 10:02 pm.
There is still a sitemap.xml or sitemap.xml.gz file in your blog directory. Please delete them as no static files are used anymore or try to delete them automatically.

My blog is in a separate directory, with the index page and htaccess at the root.
I’ve searched for a sitemap.xml or sitemap.xml.gz file within the blog directory and cannot find one.
When I try to upadate the settings on the Google sitemap, the changes show up on the HTML version but not on the xml version.

Any help would be appreciated. My domain is UtahLandSale dot com