I'm not seeing any header on your
New User page for any of the captcha options. Regardless of the option you select, there should be a section for " CAPTCHA Verification"
As for "bots getting in", a good chunk of spammers aren't automated bots, they're humans who're being paid pennies for posts, so there is always the chance of spam. If the spammer is human, and they are on good IP addresses, then there is not much that can be done to determine if their posted content is spam or useful; which is why we keep moderators around.