“Install in Progress” critical warning message related to an "Apple Stateful firewall install" that does not allow me to restart or shutdown my computer.

If you can boot the laptop into Safe Mode, then uninstall the McAfee software by following the developer's instructions. It may require you to manually delete the McAfee startup files and app to hopefully stop it from running & interfering with macOS. I would remove any McAfee related files found in the following folders:

/Library/LaunchAgents

/Library/LaunchDaemons

~/Library/LaunchAgents

Plus make sure there are no McAfee related items in the Login Items. Remove the McAfee app itself as well.

There is a good chance that you may need to perform a clean install of macOS by first erasing the disk (aka deleting the "Volume Group") followed by reinstalling macOS & restoring from a backup (I would avoid restoring the apps so that you don't have McAfee transferred).

FYI, you do not need any anti-virus apps, cleaning/optimizer apps, or third party security software (including VPNs) on a Mac. These types of apps usually cause more problems than they solve because they interfere with the normal operation of macOS at a very low level. You've just encountered one of the reasons to avoid these types of apps with the issues you have encountered. Plus some of these types of apps from well known brands have had serious vulnerabilities & have been known to sell user's personal information. macOS already has great built-in security especially when the user also practices safe computing habits as outlined in this excellent article written by a respected forum contributor:

Effective defenses against malware and other threats - Apple Community