I figured it out.
No matter what I did, I couldn't make a rats nest visible of the unrouted net in question. Even doing the Unconnected Pins Report and clicking on the location didn't yield anything. It showed me the location of the pin, but it appeared to be ok. I probably had 20 lines in this report. Pretty much all of my pin connections go off of the pad and immediately go to a via. So what I did was to delete the connection between the pad and via and reroute it for all of the pins in the report. None of them appeared to be incorrect or disconnected, but I did it anyway. The report is now empty and the unrouted net is gone.
This wasn't a problem with a previous revision of this layout. The Unconnected Pins Report was empty. I suspect something happened when I updated all of my discrete components to include a silkscreen change I made to the footprints. Many of them "lost" their connection, like it was moved slightly off grid, due to a metric/english thing or something, but these showed the rats nest and were easily visible and easily fixable. I had to reroute dozens of pins that had that problem. However, it must have done something slightly different to the approximate 20 connections in the Unconnected Pins Report. Many of which now had a small stub in the middle of the pad, like it was going from pad center to the nearest grid point, then to my trace. When I rerouted it, this stub was removed. Maybe OrCAD didn't like this stub for some reason (maybe there's a min trace length that it somehow violated?) and although it wasn't a complete disconnect to warrant a visible rats nest, it was enough to show up in the Status window as an Unrouted Net.
Thanks for everyone's help. Hopefully I was descriptive enough to help others.