I think my computer is being monitored

If you scroll way down in this Apple article:

Safely open apps on your Mac - Apple Support

It shows what to do about that. Although Sophos is unneeded, it has been around a long time and I do not recall its being classed as malware, unlike some other "protection" apps.

Your call if you want to use that workaround to delete it. Otherwise is is a manual delete. As I've never installed Sophos, I cant walk you through where to find all its files. If it shows up in Launchpad, you may be able to use that to remove it completely. See:

How to uninstall apps on your Mac - Apple Support

WHATEVER you decide, do not go to the internet and get a generic uninstaller. Almost all are scams and/or malware.

Sophos is anti-virus: www.sophos.com. Perhaps it was moved by Migration Assistant from an older computer to the new one. Anti-virus software is unneeded and ill-advised.

Try this developer-supplied removal tool: https://support.sophos.com/support/s/article/KB-000035182?language=en_US

Did you use the latest version of EtreCheck? Some useful data blocks are missing, including the part that show the version number, runtime information, and findings summary. Also missing is your drive performance data.

You do not have to highlight the report that shows on-screen to copy it. Simply use EtreCheck's built-in copy function:

This ensures that Etrecheck can scrub all personal information from the report without omitting useful sections.

Sophia is a third party Anti Virus app that either you or someone that you gave access to your computer installed. Please locate the developers Uninstall directions and please uninstall Sophos. Then restart in Safe mode and restart normally.

Finally after you have completed all of the above run a fresh EtreCheck report and look through it to ensure Sophos is gone.

Please click the Show in Finder link as illustrated in your graphic above and then attempt to open the uninstaller in Finder.