You should be able to remove any old /dev/sd* paths by using the /sys filesystem.
For example, to tell the system that /dev/sdX is gone for good and should be forgotten, you would do:
echo 1 > /sys/block/sdX/device/delete
It's been a long time since I had PowerPath on any Linux system, but after removing the dead /dev/sd* paths, I would try "powermt check" again if necessary.