No, you won't be safe saving infected files into a external hdd and then reinfecting your self. Format your who computer and let got the files too.
How do I do to recover my wallet.dat in this case
?your wallet data is worthless now, the scammer probably have sent your coins to another address
create another one after the format and this time, store your bitcoin in a second wallet.dat which you keep in a cold storage, and plug only in a safe machine