I have every box in every browser that shows up in my custom clean. I run the clean, go back and check cookies, and they are still there. I don't get what I am doing wrong. Edge and Edge Chromium are the only browsers installed right now, and only EC has ever been used.
Do you have the browser synced?
Do you have browser pre-loading enabled?
Microsoft News and Interests on your taskbar?
Any Live Tiles on the Start Menu?
All those and more can put cookies back on your machine straight after you have cleared them.
It gets asked about so often that I wrote a post about it, have a read of the second half of this:
Thank you very much, you have helped me to solve the problem. Go into Edge settings: System & Performance and turn off these two heinous switches. Can't remember if I turned them on or if they were on by default.