dotted circle next to song won't go away

UPDATE

Looking at the iPhone using iFunBox I see the song that won't delete listed in the Purchases Folder:

1 plist for the song

1 jpeg of the album cover

In Media>iTunes_Control Music all folders are now empty.

In Media>iTunes_Control>iTunes there is lots of stuff remaining (scared to touch it)

UPDATE

Amazingly, the solution was to delete the plist for the song and it's jpeg album cover from the Media>Purchases folder. I did not need to delete StorePurchasesInfo.plist or com.apple.ToneLibrary.lock (although that last one looks like a fun one to play with - wonder if that's what's preventing tones from staying put in iTunes)

Thank you.

I signed out of iTunes store on my device. I deleted everything in Music from my device including all playlists. In iTunes the song still shows as being on my iPhone with the dotted circle next to it. Is iTunes reading this from the local catalog on my Mac or is really reading it from the catalog of music on my iPhone?

Just to be sure I signed out of iTunes on my Mac as well and deleted the song. After syncing the iPhone again, it pops up again.