There may be new variations of malicious files that the scanner does not catch yet — attackers are always finding new ways to hide their code, unfortunately. If you know which core files are infected, you can send me a copy, and we’ll analyze them and add them to future scans. My email address is: mattr (at) wordfence.com
Wordfence has options to scan other folders that are not part of WordPress, but they are not on by default. If you turn on all of the options under “Scans to include” on the Wordfence options page, it will search for all files, and the “high sensitivity” option can help catch code that is likely to be malicious. (It may produce false positives, where valid files are shown — if you’re not sure about any of the files in the results, you can send me a copy.)
We also have a guide to cleaning hacked sites, which may help you find additional malicious files, and there are also recommendations to help prevent future hacks:
How to clean a hacked site using Wordfence
-Matt R