It seems like you're getting a scheduled message delivered to a saga that doesn't exist. Either the correlation in the scheduled message is incorrect, or you aren't unscheduling the message early enough.
In the latter case, it is okay to configure the event to ignore the event in an Initial state using the OnMissingInstance() method within the Event(() => MyEvent) configurator. Of course this can be hard to access within a Schedule(), since it's buried under the covers. Perhaps I should make this the default behavior, or somehow make it configurable.
Either way, look for reasons why you'd be getting the scheduled message without a valid existing correlated saga instance.