Sanket ,
If there is a Z message class being raised then possibly it is added through coding or else through customization using message replacement class is used.The message may be raised previously and is getting filtered because it was read once and then can be marked to be deleted for future use.
Which approach is being used in your case ?
Also as I see from the ABAP stack that this message is raised during Post Processing Framework so it may have to with Action Profile as well. You can check around that.
~Kavindra