I get alerts from mail that a password to one of the mail accounts is not valid. This may well be - however, I'm not using that account any longer. In the account list - this account is NOT present - so I couldn't remove it.
I think mail is either confused somehow because this old account has been replaced by a similar account (email@example.com is now firstname.lastname@example.org). Or, perhaps the old account is still on one of my other devices (iPhone or iPad) and somehow saved in the cloud (I checked the devices).