Ie Cookies

I have Win7. 64 Bit and IE Version 11.0.56 and I need some help with Settings?

I go into Tools then Internet Options then Privacy.
I Turn ON POP UP BLOCKER.
I Set keep History for so many Days to ZERO.
I Set Clear History Every Time I Exit Bowser to ON.
I Set First Party Cookies to ASK ME.
I Set Third Party Cookies to ASK ME.

Everything on TuneIn Radio plays but this one PodCast Real Ghost Stories Online will not play on TuneIn Radio.

But when I Turn Off Pop Up Blocker it plays.

Then my Schools WebSite would not let me in it needs Cookies.
So I had to set them to ALLOW.

Even though say Do YOU WANT TO ALLOW COOKIES FOR THIS SITE? And I Click YES it would just Pup Up again and ask me but never stop asking me and never let me in.

I thought this is why you Set Cookies to ASK ME but even if I put a Check in DO THIS FOR THIS SITE and then Click Allow for this Site it just Blinks and comes back.

So what about this when I am Doen on the Internet right before I close the Browser I go to Tools then Clear History.
And in this Screen I Check every Box in this List and Click Delete.

Will this Clear Cookies as well as everything?

Or how should I Set everything to work good?

 

It is a Trade School.

And as you go through Google and all these WebSites I just don't like that they Track you.

 

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What does 44 mean?