Sorry Su sounds like you need a new one, or just live with it.
A thought though, most trv's come with a blanking off cap that is replaced by the thermostat when in use. If you still have one of these then fit it and see if the valve shuts off. If it doesnt then a replacement valve is needed, if it does then just a replacement thermostat is needed (the top bit you twiddle). Or try another stat from another rad, same thing.
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