A bit of overkill imo. I used to use Spybot before switching to Malwarebytes. Spybot was great at finding cookies but they aren't really what I'm concerned with. I'm only running MSE and Malwarebytes and have done fine the past few years with that combo.
You may have taken care of the problem. Looking back at that screenshot you took it doesn't look like you've had any newer folders pop up. We're 11 days into March and the latest created or modified folder appears to have been on 2/24. Unless this is a computer you haven't run since 2/24.