It would be very unlikely that your ISP would have intercepted your download of Mullvad and replaced it with a virus, unless, you are being targeted by a government. If you aren’t being targeted then, you should be fine.
The 9 Eyes is also just a information sharing agreement between different countries -
‘The Nine Eyes is a different arrangement that consists of the same members of Five Eyes working with Denmark, France, the Netherlands and Norway.’
‘The Five Eyes (FVEY) is an intelligence alliance comprising Australia, Canada, New Zealand, the United Kingdom, and the United States. These countries are parties to the multilateral UKUSA Agreement, a treaty for joint cooperation in signals intelligence. Informally, Five Eyes can also refer to the group of intelligence agencies by these countries.’