Hi,
I am having the same issue as you, but still didn’t find the solution.
You can check my post here:
https://wordpress.org/support/topic/malware-urls-in-files-in-cache-folder-along-with-a-dozen-of-spammy-folder-names
Did you find out what was the cause of this?
Sorry can’t give that.
But as a follow up, What changed in the meantime is instead of many spammy domain.com folders inside cache folder, now there is only %s, and when I check _index.html it says:
Served from: %s @ 2016-02-04 07:24:54 by W3 Total Cache -->
