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Why was an SMS received from CDSL informing debit of T-bills when a sell order was not placed?

When the T-bill matures, the units are automatically debited from the demat account and the maturity amount is transferred to the primary bank account linked with the Zerodha.  CDSL sends a message whenever there is a debit of shares, mutual fund or G-sec holdings from the demat account.

The SMS will read CDSL: DEBITED IN A/C *xxxxxxxx 100 TREASURE BILL OF GOVERNMENT OF INDIA TOWARDS REDEMPTION ON 18/01/2019. CONTACT YOUR DP FOR MORE INFORMATION.

To check the primary bank account linked with Zerodha, see What is a primary bank account with regards to my Zerodha account?

The transaction can also be viewed on the holdings statement and will be displayed as follows. See How to download transaction cum holding statement?