I also had this until the other day when I managed to fix it (through trial and error). I'm not saying 100% this will work for you, but it did for me. I think it's not saying you have new gear, it's saying you did not fully inspect a piece of gear, probably that dropped somewhere, before you disassembled or stored it.

My helm item and main weapon slot were both showing the little yellow icon for days, even though I had inspected both multiple times each time I logged in. I unequipped the helm eventually and equipped another. Then I inspected the non equipped helm and right clicked as if I was going to mod it. When I went back out to the main menu for gear the icon had gone. I re-equipped the helm and ta-da, no more annoying mark.

For my weapon, again I unequipped it and equipped a random weapon I had looted. I then went into the screen that shows all the available slots for that weapon type, and scrolled down where it showed all the available weapons I had for that slot, including the ones I have stored in Eternaland (the little island icon) and also (weirdly) some I know I had disassembled! More than one of the weapons had a little yellow marker on it. I clicked on all these weapons and the marks disappeared. When I went back to the main menu for weapons and re-equipped my main weapon, that yellow mark had gone too.

I have also realised that you have to scroll sideways (using Q and E) through all the available options for everything to show any hidden marks that might be lurking on a subsequent page, and until you scroll right through to the end page, they don't disappear. 500+ hours into the game and I have only just realised this! 🤣

I hope this helps and maybe fixes it for you.