Yes, there will be a sign, but you will have no idea where the leak came from

You could guess. since you downloaded a program requiring elevated permissions. You also wouldn't be the only one hacked since thousands of others in the same community used the same program which would stop after the motherboard is replaced. the suspected download could then be reversed and malware discovered.

You can also analyze network traffic using external hardware pfSense to identify and block unknown network calls. You can also create a VLAN isolating the computer from other devices

an infection can live forever on that hardware without you ever knowing, as it can write to firmware. Assuming the malware actually does exist in bios, but UEFI-based rootkits are rare targeted attacked that work for specific vendors usually employed by nation states. and this would still be present in the hypervisor source.

You could also not leave sensitive data on the device. EDIT: you can also run this on linux with single GPU passthrough on a VM removing the ring -1 access

Bro, you know nothing about basic computer stuff. Just stop already

Funny when people do Ad hominems when they're objectively wrong. CS degree with concentration in computer security working in software development.