Nuclear Lightning

This was part of the solution, thanks for this.

Yes the messages were fake, as we both suspected. There was no Trojan Horse, as falsely displayed.

It was an infection inside Microsoft Edge. It was from a page offering a free Big Number Calculator. I found the 484th largest prime in the world this week, and was trying to double-check some other results. Factorization of 700...001 (stdkmd.net) Deleting the browser history AND deleting some other nonsense resolved the issue. There was more than one action to take to get rid of this menace. I am not 100% certain which action finally resolved the issue.

and another window

Now it says this:

But I DO NOT and never had McAfee. Hint: Do not trust any message in a virus! Just tell me how to remove it. This is the reason I purchased your product.

Kaspersky Standard AMD Ryzen 9 7950X Virus = Annoying pop-up claiming I have a virus and need to install an anti-virus package located in India (yeah right). See the enclosed image. Kaspersky does not remove it after a full scan operation. Please advise.