Constant pop-up notifs from McAfee about changing security preferences, but it is unclear what security preferences I must change.

There is no reason to ever install or run any 3rd party "cleaning", "optimizing", "speed-up", anti-virus, VPN or security apps on your Mac.  This user tip describes what you need to know and do in order to protect your Mac: Effective defenses against malware and other threats - Apple Community.  

There are no known viruses, i.e. self propagating, for Macs.  There are, however, adware and malware which require the user to install although unwittingly most of the time thru sneaky links, etc.   

Anti Virus developers try to group all types as viruses into their ad campaigns of fear.  They do a poor job of the detecting and isolating the adware and malware.  Since there are no viruses these apps use up a lot of system resources searching for what is non-existent and adversely affect system and app performance.

There is one app, Malwarebytes, which was developed by a long time contributor to these forums and a highly respected member of the computer security community, that is desshoigned solely to seek out adware and known malware and remove it.  The free version is more than adequate for most users.  

So, as Matti has already recommended uninstall McAfee according to the developer's instructions. When done with the deletion you can check to see if you've removed all of the supporting files by downloading and running the shareware app Find Any File to search for any files with the application's or the developer's name in the file name.  For the McAfee software you'd do the following search(es): 

1 - Name contains mcafee

Any files that are found can be dragged from the search results window to the Desktop or Trash bin in the Dock for deletion.

FAF can search areas that Spotlight can't like invisible folders, system folders and packages.  

If you find that you can move any found files too the trash because they are in use boot into boot into Safe Mode and run Find Any File from there.

> what more to do

Uninstall and forget McAfee. 3rd party virus apps, "cleaners" etc cause only trouble and are not needed. Just have good backups, use common sense and don't install suspicious software.