Lots of points buried in there so I have a few questions:
I assume you have the HR92 set to display measured temperature rather than the set point?
How are you determining the valve hasn't closed ? By the radiator getting hot, or by the valve position reported on the HR92?
The first thing to determine is whether you have a physical problem with closing the valve or whether the HR92 is doing the wrong thing by not closing when it should.
So when the radiator seems to be on when the room is well past the set point first go into Option 10 on the HR92 menu (long press then change option 10 to 1) and see what percentage it says.
Option 10 shows valve position in a percentage - 0% means the pin is pushed down as hard as it can (fully closed) while 100% is fully up or fully flowing. Most radiator valves stop flowing below about 30% indicated pin position - at least this is the way the system is designed to operate.
The reported pin position at the point where the radiator is still heating when it shouldn't be will decide what kind of problem you have.
If the position reported is <20% and the radiator is still heating you probably have a physical problem with the valve body (seizing up/stiff) or it is not fully compatible with the HR92 in terms of valve pin travel and force required. Not all M30 x1.5 valves that an HR92 can fit will work well with it! (I say this from first hand experience of problems that lead me to changing my valve bodies)
Some valve bodies might require the Stroke setting to be set to 1 to fully close - this causes it to push down harder and move the pin further between fully closed and fully open. I use this mode on my system. (The drawback is slightly reduced battery life)
With a set point of 16 degrees and a measured temperature > 17.5C the valve pin position should be 0%. You could also check the heat demand reported for the zone in the control panel - long press on settings to get into the installer menu then go to system status, which will show the heat demand from the zone. If the HR92 valve pin position is <30% the heat demand should be 0%.
If the valve pin position is >30% then the HR92 is actually trying to open the valve so that suggests other issues causing the set point to be higher than it should be. For example if the HR92 spontaneously reboots due to a poor battery connection (poor battery connection is a common issue) that will revert the zone's set point to the default 20C until the next scheduled change. In that case tensioning of the battery contacts at the bottom should help.