If you're really scared about people stealing your personal files, (I'm assuming that there are specific files you REALLY don't want stolen) you might move them onto an external hard drive, and make sure that whenever you use that hard drive, your internet is disconnected. This way no one will ever be able to access your files when you're connected to the internet since they'll never be hooked up to your computer during those times. Doing this really depends on just how worried you are and how much trouble you're willing to go to keep those files safe.
As for looking for tracks, I haven't the slightest idea
If your "hacker" is good enough that none of your AV or firewalls are detecting him, then I really doubt you'd ever be able to find "tracks" of him. At the same time, I think it'd be a little odd that someone that good would be making dumb mistakes (like your start menu popping up) that would raise suspicion.
I say run Malwarebytes regardless of what other programs you have. It's very effective, and often finds thing my AV misses.
If these little things (like the start menu flashing) are happening often enough, you might try disconnecting from the internet and see if they persist. It could just be some local bug/malware, and if it is then these things would happen even when you're disconnected. But if they're rare occurrences, than trying to test it this way would probably be ineffective since you couldn't confidently say that the problem stopped when you're not online.
