At times you might encounter the error This app has been turned off and is not monitoring your computer. This error is for Windows Defender and signifies that Windows Defender is not running on the system. This means your system is not secure.

The first approach should be to restart your system. It might resolve the problem at times, however, if it doesn't, you might need to uninstall the third-party anti-virus, especially McAfee. McAfee anti-virus is known to block Windows Defender, apparently to push their own business.

Though this should be your call whether you find Windows Defender better or the third-party anti-virus.