This week I got my own rogue draft email message! It's in an IMAP account that's hosted by a simple web hosting service (Cpanel). I have two Macs, one iPhone and the webmail portal as ways to access the account. It keeps reappearing after deletion.
What I've tried today (and we'll see if it works) was having Mail open on both Macs and also the iPhone and the webmail portal open in a browser. I deleted it from every one of those at the same time (as quickly as possible, that is) and I'm waiting to see if it reappears again.