I had such label (let's say net1), with a netport, but I deleted it later on. I still get the "This label is not connected with any pin" error message. When I double click it, the schematics shows the location, but there is nothing there. If I try to connect this location with a net, I get the dark circle, so there is something there, but I can't delete it, nor see it. Any idea how to delete it?