If you have firewall/antivirus that Windows doesn't recognise, then removing them could lead to false warnings. Having said that, assuming that you have reasonably well-known protections (eg AVG, Avast, Norton Eset, etc, etc.) then there should be no problem.
Personally, I would remove them. (If it does cause a problem, you can disable them again through the security centre).
I'd interpret remove as being remove reference from registry, or even enable it again in registry. In which case if something wants to disable it again it can.
They are not files. As OG says they are Registry Entries.
What they do is prevent the operating system from warning you if your firewall or AV are disabled.
Removing them will enable the warnings.
As I already said, if you remove them, in the very unlikely event that it causes a problem, you can simply go into the security centre and tell it not to give the warnings. This will automatically put the entries back in the registry.
I appreciate that whether you accept advice on here is up to you, but if you don't intend to accept it, then really there's not much point in posting the question.
Download the free program Virus Effect Remover and run it and it will seek and repair the registry issues and if any other traces of a virus is still there it will let you know. It will require a restart and the program to be run a few times.
I am still none the wiser whether this report from Malwarebytes shows a genuine problem of outside attack, or whether it is falsely reporting microsoft data as malicious.
Does anyone know?
Its two warnings that your registry settings are not what it expected to find. There isn't any file to delete. It should be set to 0 or 1 for true or false in the registry(just a fancy word for software database if you don't know). I think it should be set to 1 so that if your firewall or antivirus gets disabled you get a popup.