You’re on a very old OS X version with El Capitan (10.11).
If your Mac supports it, upgrade to Mojave (10.14). Back up, back up again, check your key apps, check that your printers and scanners have drivers available from the device vendors, and upgrade.
Proxy settings are a way to centralize web network traffic to a specific server. That’s a legitimate part of some networks, and can be a way for malware to collect unencrypted (HTTP) web network traffic in other networks.
FTP is not something you want to be using. It’s been removed from newer macOS, as it’s insecure.
Here’s some reading on Mac malware: Effective defenses against malware and other threats
Pretty much all of the Mac malware around is self-installed. We install it, and we authorize it for system access. Advertising and pop-ups and panic and fear and the rest of social engineering—conning us—is how this malware dreck typically gets installed. We install it. We’re not skeptical around “free” and “coupons” and “you’re infected with 3 viruses!” pop-ups.
Malware Bytes has probably the best reputation around the forum for add-on anti-malware apps, and many of us—myself included—use only the built-in anti-malware, and the built-in security.
Even the apparently-legitimate anti-malware packages have a habit of causing crashes, corruptions, and performance problems, and some well-known packages have themselves introduced security vulnerabilities on various systems. Mcafee tends to be fairly resource-intensive on Mac, based on performance problem reports around the forums.
Some of the “anti-malware” and “cleaners” and “malware removal tools” around are themselves straight up malware.
The Google and DDG search results for malware removal are an utter cesspool of sketchy removal apps and malware, too.
Far more important than anti-malware and other security software “talismans” is staying current, and Mojave (10.14) and next month Catalina (10.15) are current. Keeping your apps current too, as versions of Microsoft Office versions prior to 2016 have known exploits, for instance. Keeping backups with Time Machine or similar scheduled backup is important, too. Backups are your path to recovery from crashes, corruptions, loss, theft, and yes, from sufficiently-pernicious malware. Good passwords are important. Enabling whole-disk encryption. Not loading apps you didn’t go looking for.
Keeping your computer working and backed up is... well... work. Add-on anti-malware, not so much.
As for what’s (probably) installed here, download and run EtreCheck, and then open a new reply here and then press the button that looks like a printed page among the new-reply buttons, and that’ll open up a text input box that is big enough for to paste the hardware and software configuration report here. Among other details, that’ll indicate which model of Mac, and from that we can tell you exactly which macOS versions are supported. EtreCheck was written by a long-time forum member, and goes out of its way to avoid requiring admin privileges to run, and also tries to avoid including personally-identifying data in its report.
