Zaraz consent not working: gettin cookie set to "yes" when declining

In incognito mode when I enter my website and click “Reject all” I find the cookie “cf_consent” set to “{“YeZg”:true}”, also there is one more purpose but it is not listed.
and I also see both FB and Google Ads CF cookies, but I think they should not be there since I rejected all cookies.

Also: what does the 3rd option “Confirm” should do?