My biggest concern is that someone may hack it while I'm connected to my PC while I'm in Trezor Suite desktop app.
Like,what if someone can hack it while I'm making transaction or if I catch spy malware or some virus or someone infiltrate my PC without my knowledge?
No. The communication through USB won't allow for any malware to be able to obtain your secrets. The exploit works solely on the premise that the attacker is able to crack open your device and take the chip out to glitch it.
The main risk with malware is them tricking you into entering a different address and stealing your funds. It is mitigated by checking the screen on your Trezor to see if the address is correct.
Also,now when I set up Trezor and wrote down seed words as well as PIN,do I have to worry about anything else or is that all I need to have excellent protection?
That is all to restore all your funds.