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Just as a test, in case it is the top of an icon somehow stuck down there.

right+click on your desktop and then select 'Sort by'-> Name.
 
Here's the answer.

This is the what the new downloads progress bar looks like in Yosemite, under the downloads folder in the dock. It matches the new tiny black indicators under the open apps' icons. (Mavericks had a thick white bar.)
And it doesn't follow the downloads folder when the length of the dock changes, or when the dock is hidden, or when the dock is placed on a side of the screen. I have the same bug.
 
I have exactly the same thing. Did anybody find a solution for this? Killall Dock removes it. So I am guessing it is a software, but which one?
 
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