FYI, RenPy (the game engine that Cosy Cafe runs on) stores backup saves in a second location. you likely deleted only the first set in the game directory (likely .../CosyCafe/game/saves)
On linux the directory is
/home/%username%/.renpy/CosyCafe-##########
I haven't used windows in over 15 years so I am not sure exactly where it is but likely in a
/%user%/AppData/renpy/CosyCafe-##########
or similar location.
You would need to delete it there as well to get rid of it. (at least until a delete function is added to this game.)