This thing has been bothering me for a long time.
感觉用完成进行时比较合理
1、强调动作在一段时间内反复发生。
2、强调动作在长时间内持续不断。
This has already perplexed me for a long time
困扰用trouble或bother都不是很贴切
I have been agonized by this thought for ages.
This thing has been tormenting my mind for or a number of days now.
This issue has been annoying me for a long time.
i
know
that
thing
before
long