Need help removing a potential keylogger

You will not brick the Mac by force-quitting anything. It's quite impossible.

Before you delve too deeply into things, the best, fastest and easiest way to ameliorate the situation is to restore a Time Machine backup created prior to installing the suspect malware: Recover all your files from a Time Machine backup - Apple Support

If you did not create a TM backup then yes, erase the Mac. The reason is that it is literally impossible to ensure all remnants of whatever it was you installed are eradicated. You might, for example, find a keylogger installed and successfully uninstall it, while another, more difficult to find keylogger or similar malicious process remains.

If you are morbidly curious though, go ahead and post a screenshot of Activity Monitor. Be sure to select "all processes" and capture everything, even inactive processes. Bear in mind the caveats I posted above.

Place zero trust in any so-called "virus scanner" regardless of how "trusted" or popular they may be. Keyloggers are not viruses and they are not malware. If it were my Mac I'd erase it (or restore a TM backup; same thing).

FYI I loaded the website in question and it did not prompt me to download anything such as the "Setup(2).dmg" you alluded to. If it did I might be able to determine just what it attempted to install.

I have been perusing that website, but without a meeting ID I can't join anything (and I don't want you to post a meeting ID on this site). However, if you were prompted to download an .exe file it can't do anything on a Mac anyway.

The file you scanned was a .dmg — a macOS disk image file, which may expand to include that useless .exe file, which may have included some Windows malware, which in turn may have been identified by whatever product you used to scan it.

I held off commenting about "MacKeeper" which is arguably malware. If you installed it, uninstall it according to its instructions, which are ironically effective.

If you actually used it (as opposed to merely installing it) then erase the Mac.