Interesting situation. Personally, I have never encountered the issue, but I will give you some of my speculations.
1. Malwarebytes managed to complete the scan and remove them, but you just didn't notice.
2. You actually had a BSOD from overheating or not enough resources to finish the scan and malware has hidden itself (Happens occasionally)
Your best bet would probably be to restart your PC in "Safe mode with networking" and do the following:
1. Install RKill and run it to kill any malicious services.
2. Install any popular antivirus and do a quick scan (Majority of the providers do have free versions of their software). Or just use Windows Defender. It works really well in most cases.
3. Install and scan your PC with Malwarebytes and Hitman Pro.
4. Restart PC in normal mode and do another quick scan with Malwarebytes.
This should confirm or deny your suspicions about potential malware. And after these steps, your PC should be clean. I would personally recommend installing some form of Adblock in your browser, to prevent malicious transfers through ads (Make sure you are supporting your favorite websites). Additionally, I would recommend changing all of the important passwords for you, just in case, your personal information might have been leaked.