If you open IE, then close IE and check task manager, you may find IE.exe still running even though you do not have it open. What you need to do is close that, and what for a file to load straight after its closed. It will only flash for a split second, so you may need to repet the process to catch the name of the file being loaded. Once the file has loaded and has disappeared, you should see the IE.exe file running again. You will need to seach for that file name that flased up for a split second, it is best doing this while in safe mode to be sure that you will be able to manually delete all files found in the same place.
I am feed up with cleaning my brother inlaws pc this way, and it is because of using IE, so I let him live with his hijacked pc now as he doesnt want to change to firefox
BTW, the reason programs and cleaners have a hard time finding these IMO, is that these files seem to hide behind the IE.exe file itself once loaded!!