Hmmmm. 8 years later, and it still doesn’t work!
In the “Forum Tools” dropdown, I chose “Mark This Forum Read”, but it still comes back in Green, White, and Blue!!! 
Hmmm…not something that I would typically use (as I don’t navigate the forums by sub-forums), but testing it now and it works as expected for me.
I use Forum Tools → Mark This Forum Read all the time and works for me.
I had a look at the cookies from the forum but the information is not stored in those cookies so it must be something with your account.
All cookies from the forums are session cookies (and thus removed when your browser closes). Above that, they are removed when you log out from the forums. Thus they they can not contain information about the user that has to survive. Useless to look there 
Somehow, I get the sense that the OP went over a few heads. rotfl!rotfl!rotfl!