It's not that you've downloaded a compromised wallet. From my understanding, there was an exploit in the official version of Electrum that let hackers display a fake update notification. Those who've updated through that notification have updated to a modified version of Electrum.
And if I got it all right, I believe the servers removed by MB were servers through which you've got the malicious update of your Electrum.
If you read the MalwareBytes article, you'd get an idea of what has probably happened.
Yes the malicious servers were sending a link to a malware advertising it as update in the wallet's GUI, but I didn't get this sort of message as I only installed the 3.3.8 version which doesn't allow this anymore (and thus didn't do the "update"). So even if the two servers mentioned were part of that attack, I don't see what they could have done in my case ...
And even if the 3.3.8 I installed from the official website was still a malware (because I didn't check the PGP signature on my initial download) I still can't see how the fake Electrum managed to hide the fraud transaction in Ledger's display.
If anyone could modify Electrum in a way in which it can by itself do this (without having access to the physical device) then I would consider my problem "solved" ...