Are MacBooks immune to trojan-related email threats?

Any email/message you receive that says a trojan/virus has been installed is a scam. Nothing further is needed other than deleting the email and they have absolutely no information on you including the likely pictures and contact information that they are claiming. These same type of threatening emails have been posted here many times. The most common one has been called the "Hey Pervert" scam by the way you are addressed and claiming they have compromising pictures of your activities and reference a Trojan/Pegasus software while demanding money.

The biggest "Trojan horse" e-mails are "phishing" messages. They don't depend on attacking your computer's security. They depend on deceiving and scaring you so that you then compromise your own security!

For instance, you may get messages claiming that

• Your computer is loaded with "viruses", "Trojan viruses", etc. – and that you need to call a number for "help". If you call the number, you will deliver yourself into the hands of criminals who will sell you a "security" application that you don't need – or use the financial information you give them to rip you off more directly.
• You have purchased something very expensive that you didn't – and that you have 24 hours to cal a number to "cancel" the transaction and get a "refund". Again, the criminals have nothing, but if you call them, they'll have your financial information and you will be ripped off.

Sounds like you received a "phishing" message containing an extortion threat, possibly a variant on a "sextortion" scam. (See third link below.). Don't respond to the message and don't pay the criminals!

Recognize and avoid social engineering schemes including phishing messages, phony support calls, and other scams - Apple Support

U. S. Federal Trade Commission – How To Spot, Avoid, and Report Tech Support Scams

U. K. National Cyber Security Centre – Sextortion phishing scams: How to protect yourself

Because of Apple's Gatekeeper features, NOTHING can be come executable unless you enter your Admin password to "make it so".

That said, NOTHING can prevent such garbage from installing if you allow it to be installed.

Honest answer required:

¿Are you meticulous about clicking email links and entering your Admin password?

Effective defenses against malware and ot… - Apple Community