I have disabled the "Guest" option on my Macbook Pro, however it still shows the "Guest" bubble next to my account on the login screen.
A possible way to remove the Guest account is to disable Find My Mac in iCloud settings.
Check this out: Disable guest account
I had the same problem as you. I solve it by reenable and disable it again, but in the last step I also change the option in Login Option on Display login windows as: from List of users to Name and password. I guess the trigger is enable and disable it again. It might be a problem from the El Capitan. I hope this help.