Is there somewhere I can check on my security settings or am I just being overly paranoid?
You are not being paranoid OP; you are security conscious and that is very good. What you have naturally is what some other people are trying to develop (that is the security consciousness).
I have always been hesitant on desktop wallets because you need to enter the priv key on a keyboard to recover it. How do I know I'm safe and I'm not getting keystroked or my priv key isn't getting exposed?
I don't know how effective this would be, but to avoid being keystroked, you can use the on-screen keyboard function that all computers should have and get a very good antivirus.