Locked for editing by another user, when there is no other user

The file will not open for editing, SharePoint names a colleague, and the colleague says they are not in it. Both things are true. The message is generated by three different underlying states, and only one of them means somebody currently has the file open.

Three locks that produce the same message

Establishing which one you have takes less time than any of the fixes, and it decides whether waiting is sensible or pointless.

A live lock from an open desktop app

Somebody has the file open in the desktop version of Word or Excel right now. This is the only one of the three where the message is literally accurate. It clears when they close the file, and forcing anything here is how you lose their unsaved work.

A check-out that was never checked in

Different mechanism entirely. If the library requires check-out, or somebody checked the file out by hand, it stays checked out until it is checked in, and it will still be checked out next month. Waiting achieves nothing. You can see this one directly: a checked-out file is flagged as such in the library view, with the holder's name against it.

A stale lock left behind by a disconnect

The awkward one. The application held a lock and then crashed, lost the network, or was killed without closing the file cleanly, so the lock outlived the session that created it. Nobody has the file open and nothing is checked out. These do release on their own, which is why the standard advice is to wait, and why that advice is right roughly a third of the time.

Clearing it without destroying the other person's work

1. Open the file in the browser version of the app first. If it opens for editing there, the lock is not a SharePoint lock and the problem is local to somebody's desktop client.
2. Look at the library view for a check-out flag against the file. If it is there, this is a check-out, not a lock, and no amount of waiting will help.
3. If it is checked out, ask the holder to check it in. Only a site owner or administrator can override this, and only do so once you know the holder is genuinely unavailable.
4. If nothing is checked out and nobody has it open, leave it and come back. A stale lock clears itself, and forcing the issue is how a recoverable situation becomes a lost document.