If Chrome was warning that malware was on your site it would not have been due to out of date Wordpress. Old Wordpress just means your site is more vulnerable to being attacked/compromised, so make sure to update as soon as you are able to when new versions of Wordpress are released.
In any event, though, glad to hear the issue was resolved :)
Insofar as a website firewall is concerned, this is a really good step to take. There are a number to choose from ranging from free plugins you can install and set up yourself to something like this: