It's hard to say when this happened as it's been at least a couple weeks. Each time I load into the Tower with my Warlock, Zavala is lit blue as if I have something to turn in.
This is much like the Ikora bug we had a few months back. I've attached an imgur link showing the icon and what Zavala shows me.
I don't have pending quests outside of: "Danger After Dark" and "Countdown to Zero".