I have a notification (as shown in the screenshot) on the lower right corner of my lock screen regarding two messages, but I am unable to sort out which app this notification belongs to. How to check this? I have restarted my phone and changed the lock screen image, but the notification is still there.
Go to Settings -> Lockscreen.
Here you can choose an app to show detailed status i.e) in the line next to time. By default it is calender.
Also there are apps which show quick status , one of them is the mail icon in your screenshot.
You can change them in your settings.