Should I use the MacBook Pro Firewall or Malwarebytes for better protection?

They are entirely different things and protect in entirely different ways.

You can't compare a malware scanner to a firewall.

Firewalls have nothing to doing with malware. Firewalls are hardware or software that protects against intrusions and unwanted access to a network or system.

Malwarebytes is an application that scans for malware and adware programs on your computer and removes them.

The best protection against malware for your Mac is you and your best behavior.

If you want to keep your Mac secure, follow this guidance:

• Keep your macOS and other software up to date.

• Don’t click links in email.

• Don’t download apps from unknown websites.

• Don’t disable your Mac’s built in security.

For more info, please see these support documents:

• Effective Defenses Against Malware - Apple Community

• Avoid phishing emails, fake 'virus' alerts…and other scams - Apple Support

if you are behind a Router you control, and enable a Wi-Fi password, your over-the-air messages to your Router are encrypted.

Network Address Translation:

Your Router 'acts as your agent' on the Internet at large, and your local IP address is NEVER sent off your own local network. Your Router ALSO has a built in state-wise firewall, and typical setting will cause it to discard any unsolicited incoming requests. Only answers to your DIRECT queries are allowed in. Your Mac is Un-reachable for unsolicited communication from the Internet at large.

As long as you are using your own Router, there is no need to activate the Mac firewall.

On public Wi-Fi, at the Airport or coffee shop, then maybe the Mac firewall would be a good idea.

MacOS shares a lot of the lock-down mechanisms developed for the iPhone. Applications are all sand-boxed with a list of the resources they require, and they cannot ask for anything outside their sandbox without crashing. Signed Applications are checked that they are from legitimate Developers, and Notarized Applications are delivered with the assurance that they have NOT been modified since their release by the Developer.

From MacOS 11 Big Sur onward, the system is on a Separate, crypto-locked System Volume, which is not writeable using ordinary means. Any unauthorized changes to the crypto-locked volume are quickly detected and you are alerted.

So you could store just about every malware known to mankind on your Mac, and your Mac would not get infected spontaneously. Scanning for virus-like patterns might make you feel a little better now, but non-stop scanning is outdated nonsense, and a tremendous waste of resources.

Nothing can become Executable Unless/Until you supply your Admin password to "make it so".

You're welcome. 🙂

You're welcome.