“Startup Security Utility”. How do I get to it?

See if this Support Article helps:

Change security settings on the startup disk of a Mac with Apple silicon - Apple Support

Here is also an overview of those settings and also what it means to reduce your security:

Startup Disk security policy control for a Mac with Apple silicon - Apple Support

When you are on the screen with the 4 options shown in your screenshot, click on the "Utilities" menu in the menu bar at the top left of your screen for the Starup Security Utility.

See the bottom section of your screenshot above.

Also see the "Start up your computer in macOS Recovery"section of: Use macOS Recovery on a Mac with Apple silicon - Apple Support

and "Startup Security Utility" in the "Apps available in macOS Recovery on a Mac with Apple silicon" section of Use macOS Recovery on a Mac with Apple silicon - Apple Support

eyeRuss wrote:

Okay I got it! Audio Hijack is now installed! Thank you for your help!

Should I go back and set it back to Full Security ? Or will that stop Audio Hijack from working?

You will need to leave it on reduced security for the Extension to run. If you decide to not use Audio HiJack anymore you will want to change it back after uninstalling. You will most likely get mixed feedback on whether it is a good idea to use reduced security. On one hand reducing security never sounds like a good idea and on the other hand the Mac still has strong security and it only allows Extensions to run that have been signed by Apple. The code signing is not a recommendation by Apple, but merely that the developer has been identified by Apple.