Determining Presence of Malware

I constantly get messages that an ip address is being blocked (eset).

There are 4 addresses that all lead to St Petersburg, Russia

Since separate programs (eset/Malwarebytes) are not bringing it up during scans -- is it malware?

How could I go about removing something I don't know exists? Or if I should try to have the address blocked before it reaches my pc?

How do you know if its an internal block (outbound from computer) or external (attempting to invade without any prior presence)?