I was On FB page,accidentally clicked an ad. Another window opened up and locked the browser with background audio message, purportedly from MS, warning about security compromise on my PC. Unplugged PC, restarted PC, working fine but found that history had been wiped off in both IE and Firefox. Ran mcaphee, avast, Fortinet and malware bytes , no detection. Is it possible there may still be some virus sitting in the system and evading detection by antivirus programs ?
Just to make sure you're aware, that prompt was most likely only trying to scare you into calling their fake support number. If they wanted to infect you with malware, they wouldn't be wise to announce it to you.
Technically yes, it's possible you could have some malware still on your PC that your software missed. Thing is, it's difficult to prove a negative, so authoritatively proving you're clean is difficult. You'd have to perform very skillful and tedious analysis to find something these scanners missed. If you're truly concerned you may be compromised, format your PC and reinstall your OS.
I know this is not the answer your looking for, but that answer is the not going to help you. This is not a virus, it is a browser redirect. It causes big problems because users freak out, and do exactly what you did, wind up spending money trying to detect a problem that does not exist, thinking it must exist because they knew something bad that only Microsoft could know! One detection failure leads to many tools battling for your systems resources which, cause your system to run slow, and soon re-installing the OS seems the only way out. The good news is you did not call them, and give a India tech support scammer remote access, or your credit card to fix this.
Facebook verifies an ad's content will not cause problems. But after the ad is verified the traffic is either redirected, or changed to cause your browser to block you from using your mouse on the page (very basic explanation). Where they really get you though is the page will say something like, "Porn, notify FBI, or your family." Nobody considers that 90% of people look at porn. There are other hooks, but that one really hooks a lot of folks.
They use information from your advertising ID to know what your interests are, and generate this stuff accordingly. Also in Facebook it may just be you belong to a group that market research suggests would be interested in adult based ads because your friends are.
Bottom line is no virus detection will ever find this, and re-installing your OS will not change your browsing behavior. The best thing is to know Microsoft does not do this, the FBI would just arrest your ass, if they could, and anything else demanding money in exchange for not causing you any embarrassment or harm is illegal. Also, just knowing what this is should be enough next time. It is browser redirect, plain and simple.