How to clear a control group in Starcraft 2?

If you have any other control group (eg. control group with all Nexuses) you could use it with Create Control Group # and Take Away Units action (which is by default done with alt+#) to achieve this.

So for example, lets say you have all Nexuses on the 5th control group and some Stalkers on the 1st. You could perform sequence of: 5, ctrl+1, alt+5. So you would select all the Nexuses, then assign them to the 1st group (while replacing the Stalkers) and finally assign them to the 5th group, while removing them from all other groups.

You could also do 5, alt+1, alt+5 which would be a little bit easier to perform fast since you would only need to hold alt, without touching ctrl.

There's no way to remove a control group, if you really want to remove it then overwrite a control group with a not fully constructed building (using Ctrl+#, shift will ADD while ctrl will OVERWRITE) then you can cancel it. This is obviously not recommended as it is a waste of resources. Assigning a single army unit may also work as it is likely that they will die.

I recommend just assigning something else you may need, there's no need to remove it. A scouting unit, a forward pylon, small defending army, there are many things you may want to control group so just put one of these things on it.

Also you can choose to hide all control groups, this way it won't show up either way if there's something in that control group or not and you can just forget about it.