Yes, any guest OS such as contained in OVA files can carry malicious code; even mere data files of a certain complexity can effectively launch exploits.
Therefore, the flavor of Whonix you may be looking for is the one that runs under the Qubes OS hypervisor, as every aspect of Qubes is designed to prevent privilege escalation attacks from within guest VMs. In fact, the creators assume that guest compromise is likely and that a reasonably secure OS should protect the rest of the system in that case.
Note the long list of Qubes security advantages listed at the Whonix website.
Conversely, VirtualBox is a much less stringent VM environment designed mainly for administrator convenience, as the second bullet at the link explains.
This is not to claim that Qubes is impervious in any situation, but for most scenarios it raises the bar considerably. Since your goal appears to be preventing code of questionable intent from escaping or leaking in any way from a Tor tunnel, then its probably your best option.
The main downside to Qubes, besides loss of GPU access, is how finicky it is about hardware. It needs advanced CPU features such as IOMMU, SLAT, EPT and a BIOS that configures them exactly right. The Qubes HCL exists as a hardware guide.
Converting your OVA file for use as a Qubes HVM:
First, download the OVA to an AppVM then:
tar xvf filename.ova
# ...produces a .vmdk disk image
qemu-img convert -f vmdk filename-disk1.vmdk -O raw filename.img
# ...produces a flat disk image
Next, create an HVM in Qubes (here called 'mynewHVM'), then in dom0:
qvm-run -p myappvm 'cat /home/user/filename.img' >filename.img
# ...transfer img from appVM to dom0
mv filename.img /var/lib/qubes/appvms/mynewHVM/root.img
# ...for Qubes 3.x
From there you can access the HVM's settings panel and change
Finally, if your disk image contains a Windows OS, see these tips.