Cox security program, McAfee issues

I am doing a full scan because my MacBook home screen was flashing that I had virus issues.

I am doing a full scan now and nothing is showing up on the scan (it says 0 threats detected, yet off to the right on another

pop up screen says I have 7 detections, two of which cannot be deleted by the program.  

First of all, does McAfee give flash alerts like that?  Or is one of my spyware/virus issues the fact that I am getting fake notifications.

thanks