Hi,
Just to let you know it's quite easy to find the domain of the site in question from the screenshot you provided
I think as you've created a new sitemap and submitted it to Google and removed all the pages so they return 404s, you should be fine. The page will just drop out of the index in time. You might also want to add the address of your XML sitemap to your robots.txt file as it's not there at present.
I crawled the site using Screaming Frog and couldn't see any dodgy looking pages remaining. You could create removal requests of the pages in Webmaster Tools if you'd like to take an extra step. Do this under Google Index > Remove URLs. To prevent this happening again, make sure you keep your WordPress installation and all plugins up to date.