Keylogger Fears

I asked a similar question a couple weeks back but I want to make sure I understand what to do. I was on a website that holds lots of personal information for many people. It would be identity theft gold mine. I can’t remember if I was logged in but a floating window appeared as I was looking around. It asked if I found what I was looking for and there were small buttons to click for a yes or no answer. The first time I closed it and I opened another page on the site but when I got back to the main page it popped up again and I answered yes. I don’t normally interact with pop up windows. The window just disappeared and I never saw it again.

I have an M1 Mac Mini and I do run paid antivirus and have the free Malwarebytes installed. I run them frequently and they have come up with nothing. I got a little paranoid when the Apple Magic Keyboard disconnected for a second. Can this be a keylogger? Once the antivirus firewall stopped the antivirus itself from going the net. The computer itself seems fine. There are no slow downs or pop ups.

Based on this long winded email, do I appear to be okay? In the past, when I posted here with other questions, I was told that I don’t need the antivirus package or the VPN. Is that still the general consensus? Thanks for your time.