on windows 8 and 8.1 one can excess internet explorer from 2 locations
option 1. the icon on the start page
option 2. the desktop
in order to clear all the cookies you need to clear the favorites cookies on internet explorer option 1.
(the cookies which ccleaner can't delete are the ones which were saved on the favorites befor the update from windows 8 to windows 8.1)
here is a link which explains how to do it http://answers.microsoft.com/en-us/ie/forum/ie10-windows_8/path-to-view-cookies-stored-in-windows-8/2a852352-6cdf-4416-9e04-f7be2eb08a0e?msgId=8775fd34-4ddd-4b7f-82f8-1f345ee64409
after you do it manually once. ccleaner will not have this problem again
good luck