Honeywell TRVs? I find they never do anything unless set below 1 ; useless.
It could be the valve is sticking, just screw the valve head off and you'll see a pin sticking out the body, your should be able to press it in, it takes a bit of force (so use a drift, not your finger), but it should go in smoothly and stop the flow. If it has seized, then it won't shut off, sometimes excerising it by pushing it in and out repeatedly frees it up.
Either that or its leaking and needs replacing.