I'm Jessica from Silktide. I created this WP account so I could post here. =)
If you choose "implicit" consent, you set the cookies immediately upon visiting the site, and then allow them to opt out.
Sitebeam is using a headless browser and thus it found what I did (that if you say no to Analytics cookies -- the option you have provided -- it stops the 4 GA cookies from being set again) but Sitebeam found a Twitter cookie that it couldn't turn off. I didn't see it while I was using the developer toolbar in Firefox, but it may be related to the specific browser.
http://bit.ly/YxYZut (Cookie law report on your site)
If you want to recreate it using the Web Developer Toolbar, delete your domain cookies, uncheck the box for Analytics in Cookie Consent, save your preference, and then refresh the page. You'll see you only get 1 cookie set at that point, the cc-analytics cookie. =)
Hope that helps!