I had this issue with sponsored websites. It took me a while to figure it out, but this resolved it for me:

When you just disable showing sponsors, Firefox will still autocomplete them.

• You have to let FF show those sponsors on the homescreen.
• Then remove them one by one from the homescreen.
• After all are removed, you can again disable the sponsors in the settings.

If this guide is too vague, I can be more explicit.