REMOVE MAL/DRODZP-A

I use Sophos anti-virus software and it recently popped up to tell me I have Mal/DrodZp-A on my hard drive (and on my backup drive). However, Sophos tells me cleanup is not available for this bug, and I have to manually clean it up myself. However, I can't seem to find it anywhere on my hard drive. Research suggests this is a Windows bug (I run Windows 10 on Parallels), but can't find it in the Windows partition either.