I recently used the page viewer web part for displaying another website within my site page. Every time I loaded the page, the risk message with "show all content" popped up at the bottom. This was annoying so I decided to delete the web part, but the message continues to pop up. Is this problem related to the cache? I've tried control+f5.
Press F12 on the browser, and look at the Network tab in Browser Developer tools to determine what content and from where is coming via HTTP. Alternatively you can use Fiddler to determine this.