What version are you running? Do you run a SH cluster?
We see the same issue in our SHclluster. It is releated with syncing betweens de SH's.
You're search is probably already deleted form te SH that was running it, but the Captain doesn't know that.
The "popup" is that it can't find the Job-ID.
We "Fix" it by selecting an other SH as master. Usually it will clean up after a while
Transfer Captain to clean-up captain's old and outdated search artifact records by going to Settings-Search Head Cluster under Distributed Environment and choosing the new captain to transfer to.