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Why are cookies saved despite custom blocking for all?

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I set my privacy options for CUSTOM and for blocking everything under it, in all windows. I allowed some exceptions for storing cookies for some websites.

I cleared cookies and cache and after a short time, websites in the exception list saved cookies (as displayed under MANAGE).

Next day, I noticed all kinds of other cookies that I cannot relate to or from websites that should be blocked (are not exceptions). 

I attached a screen capture of a subset of cookies stored since yesterday. Only and in this subset of cookies belong to websites on the exception list.

Could someone explain why the other cookies were not been blocked? Is this how blocking is supposed to work? I looked at all the help articles on the topic I could find but I have not seen any explanation for this.


Attached screenshots