So we can assume you're the only then. Moving on...
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In my perspective, when you just delete a bookmark it is gone, and it doesn't really go to the Recycle Bin. It's just gone, removed. Last time you checked (if not, check now) is there any bookmarks under the bookmark tab in Mozilla Firefox (open it)?

Does Spybot still flag the results (after you have removed it and performed another scan)?

Technically, Spybot does not (that I'm aware of) keep bookmark files, because it is not really a "file". I remember one them I was using Linux and I had to import my bookmarks from Windows XP. All the bookmarks, names, and links were stored in one small file in the Mozilla Firefox Programs Folder.