sahx Can malware be "not an app" (like for example scripts on windows) or does it have to be something installed.
If there is a "remote code execution" (RCE) bug in cellular, Wi-Fi, or Bluetooth firmware, malware can literally arrive over the air. GrapheneOS has extra precautions against this.
sahx Can malicious apps install themselves as system apps (to avoid detection and removal)
This is theoretically possible, but not easy. GrapheneOS has extra precautions against this.
sahx Does vanadium and gOS itself prevent remote interactionless downloads of apps and so on?
That's the plan! Bugs are always possible, though.
Here is a good place to start: https://grapheneos.org/features