You try "Move It"? Use the marque to highlight it then bulldoze or just single point highlight and move it.
EDIT: Am curios about the "missile looking thing" though.
https://psteamcommunity.yuanyoumao.com/sharedfiles/filedetails/?id=3595374289
EDIT: You mean this? If so thanks for the screenshot. Like I state in the shot It look to me to be a pillar.

Just to add in my experience the reason you can't remove it is because the thing "it"
belongs to is on the map still. Find that and bulldoze that and both should disappear.
EDIT: I could have that backwards too. That the rest is gone so the artefact is disassociated and is not seen by the game. Mainly a "Move It" artefact.

The thing in the screenshot is indeed a pillar without the road.

Pillars are loose items that can be seperated from the roads they belong to.

In 'Move It', the roads themselves fall under the nodes/segment category, the pillars are actually buildings. So if you have Move It, make sure you have the right category selected.

That said, sometimes it isn't possible to select the pillar at all. In that case you need to find the road it belonged to as mentioned by Jason above.

Tricky part is finding the road. Try the following:

Set the Move It selection to 'Nodes' and 'Segments'. Then drag a box across all the roads you've built (i.e. your entire city). Now select the option called 'Reset Objects'. This option is also part of the 'Move It' mod.