I use Firefox primarily, but have cookies cleaned from all installed browsers. I do not run Flash and all apps are set to be cleaned as well. I Click the Run Cleaner button on Custom Clean and two cookies remain, every time; bing.com and www.bing.com. I have to manually delete these two cookies every time. I'm using Free v5.68.7820 (64-bit).
Either your Custom Clean settings are not set to clear them, or they are coming back straight after being cleaned.
Bing is Microsofts search engine.
If you have Live Tiles, news, weather,etc., on your start menu then they will recreate cookies as soon as you clean them.
If Edge is pre-loading in the background than that can recreate Bing cookies.
Even a Start Menu search, or File Explorer search, can search the web these days. It will use Bing to search and so create Bing cookies.
See here for other ways that files can come straight back after you have cleared them:
https://community.ccleaner.com/topic/52668-tracking-files/?tab=comments#comment-300043