Here in Colorado Springs (home of NORAD), I'm reasonably well plugged into the military community. They couldn't have tested anything recently without it being detected.

If this warhead exists, it probably came from the 1998 missile test, it probably would've been tracked by the BMEWS site at Clear AFS, Alaska (near Fairbanks). I don't know if it would've entered the field of view of the Cobra Dane on Shemya (my old stomping grounds) without seeing a flight path. If either of those radars tracked the flight, then it wouldn't seem all that difficult to find where it came down.

Interestingly enough, I seem to recall that Clinton came our for missile defense right after that test, so perhaps there is some possibility of truth. That would imply that either the North Koreans are even more reckless than commonly believed or their missiles are really inaccurate. It's hard to believe that even the North Koreans would be so reckless as to deliberately send a missile into US territory.