Nonnull annotations on final field to satisfy FindBugs and IntelliJ IDEA

Question

I'm trying to write an immutable data class that uses @Nonnull to flag required parameters. Unfortunately whichever way I write it FindBugs flags a warning:

/**
 * An error occuring during migration
 */
@Immutable
@ParametersAreNonnullByDefault
public static final class MigrationError extends MigrationResult
{
    private final String message;

    private MigrationError(String message)
    {
        this.message = message;
    }

    @Override
    public boolean isSuccess()
    {
        return false;
    }

    @Nonnull
    public final String getMessage()
    {
        return message;
    }

    @Override
    public MigrationError asError()
    {
        return this;
    }
}

As written, this results in a Correctness warning - Null pointer dereference, Method may return null, but is declared @Nonnull. I've tried adding a null check in the constructor:

    private MigrationError(String message)
    {
        if (message == null)
        {
            throw new IllegalArgumentException("Error message cannot be null");
        }
        this.message = message;
    }

The warning remains however, and I now have an additional warning from Intellij that 'message == null' is always false. If I add a null check in the getter:

    @Nonnull
    public final String getMessage()
    {
        if (message == null)
        {
            return "";
        }
        return message;
    }

I get the same warning from IntelliJ and FindBugs gives me a new warning: Dodgy code: Redundant comparison to null: Redundant nullcheck of value known to be non-null. I get the same FindBugs warning if I remove the explicit null check and add @Nonnull to the message field.

I can suppress the warnings, but I'd like to know what FindBugs expects. Is there is some pattern for declaring an immutable field NonNull? Does it matter that it is a static nested class within its parent class?