I'd begin by browsing your WP database for Wordfence data. I use phpMyAdmin.
It could be that the new Wordfence installation doesn't know how to sanitize the previous database tables and the old tables remain. I'd also go ahead and delete out all the Wordfence lines from .htaccess
Other than the Wordfence folder in Plugins which I think you already deleted, that should be all traces of Wordfence.