Virus pop up messages on macbook air

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Those Notifications are intended to deceive and frighten you into doing something harmful, or to convince you into spending money. They are scams. You didn't take the bait, so you're fine.

De-selecting the checkbox "Allow websites to ask for permission..." prevents websites from even asking to send you Notifications. It's another layer of defense against scams.

For more information you may wish to review Effective defenses against malware and other threats - Apple Community.

Stop unwanted Notifications - Apple Community

No! Never do that. That's what gets people into trouble.

If your Notifications > Websites pane now resembles the following picture, then you're finished:

There are no viruses that affect macOS so just forget that idea.

Did you select (single-click) each entry, as illustrated in that document? You have to explicitly select and delete each one.

I have changed them all to deny ...

Don't bother with that either.