Do you have more than one database? NoteTracker notes would need to be purged separately for each database used by the Hud, but purging all notes should do just that. If you don't think all of the notes are being purged please enable logging (Configure > Options) and restart PT4 then do the 'purge all' again for both cash and tournament. Replay a hand including a player that you know you had automated notes on - do you still see the notes?
If so, attach the PokerTracker4.log file from C:\Users\yourname\AppData\Local\PokerTracker 4\ (which you can access from the PT4 File menu) to a
Support Ticket so that we can see what is going on.