Are those "security alerts" appearing in the upper right corner of your Mac's screen? Those are website notifications. Stop them by following these instructions.
- Go to Safari's Preferences (or Settings) menu > Websites > Notifications, and remove everything there.
For reference: Change Websites settings in Safari on Mac - Apple Support
Don't allow websites to send you Notifications unless you are 100% certain that you want that kind of harassment. Refer to Customize website notifications in Safari on Mac - Apple Support. Deselecting "Allow websites to ask for permission to send notifications" will prevent those websites from even asking your permission to be harassed by them.
... Also ran several scans from multiple antivirus software companies that claim they identify and remove all malware.
Do not download or install anything. Those things are scams. If you already downloaded or installed something in an effort to rid your Mac of Notifications, uninstall whatever it was you downloaded or installed. Follow their respective uninstallation instructions, assuming you can find them, and that they work.