I think I fixed it.
$RKX8ST4.exe never showed up in the quarantine window. That really confused me.
I had earlier deleted SCUDownloader.exe when McAfee couldn't. Then $RKX8ST4.exe showed up instead as an infected, un-deletable file. I kept running File Explorer searches for $RKX8ST4.exe and SCUDownolader but File Explorer couldn't find either. Scans kept showing $RKX8ST4.exe as undeleteable. Very worrisome.
I finally looked in my recycle bin and saw SCUDownloader.exe. and some phishing e-mails. I emptied the recycle bin and ran a full scan again.
All clear. $RKX8ST4.exe must have been part of SCUDownloader.exe (or maybe one of the phishing e-mails).
Anyway, it seems to be fixed.