I had someone place an order. They then sent a request indicating they changed their mind and they wanted to cancel. Of course I cancelled/refunded the order immediately and I sent them a message from the refund page addressing their concern. I didn't notice the the message sent from the refund - although it shows up in my messages - is not replying to the thread their request started, it comes out as a second thread. This resulted in my star seller badge getting pulled as if I didn't reply to the request. Be aware you apparently must make sure whatever messages you send get attached to the right thread. I am assuming I can't get this adjusted, but it certainly would be great if the system handled this differently.
You are exactly right in all respects. Unfortunately you will just have to wait until this rolls off a couple months down the road. Hopefully you will get enough new messages in the meantime to offset it.
Unfortunately you are right, Etsy only calculates badges once each month, so the best you can do is mark the missed message as spam and it should (not 100% guaranteed) correct the stats for the December 1 badge.
Look at this as a lesson learned. A Help Request will also create a corresponding message in your inbox and leaving a note in the Help Request will not negate the need to answer the inbox message.