I use a hardware firewall. I’d only recommend going that route if you’ve had experience configuring one. Also use Windows Defender and a VPN. All a VPN does is mask your WAN IP address. A VPN does not protect you against malware or viruses unless it comes with some extra software that does such.
But yes, by all means get rid of McAfee. It isn’t what it used to be. I’m surprised they haven’t labeled McAfee as malware yet. 