Run this in your phpMyadmin or anywhere you can execute sql
DELETE FROM wp_terms WHERE term_id IN (SELECT term_id FROM
wp_term_taxonomy WHERE count = 0 );
This will effectively remove them from everywhere the admin can see but they still exist in the relationship table
wp_term_relationships WHERE term_taxonomy_id not IN (SELECT term_taxonomy_id FROM wp_term_taxonomy);
Remember you need to change the ‘wp_’ to your prefix. Sorry no plugin, perhaps when I have time.
SOLUTION BY portlandparanormal