Am I to understand you downloaded the EtreCheckPro.zip file and opened it while in Safe Mode, but Terminal opened instead?
Obviously that's not supposed to happen. Not in normal mode, not in safe mode, not ever.
Given all these obstructions to progress, I doubt I can offer much more assistance to you in this particular thread. Please do me a favor and post a brand new question along those lines. When you do that, I suggest describing the inability to open the EtreCheck Pro app, so posting a question with that title will attract the attention you need. "Downloaded EtreCheck but I can't open it" might be a good title.
In that new question, describe that you tried downloading it several times but the initial screenshot appeared (the application can't be opened). Then you tried Safe Mode, and Terminal opened instead.
Something is going on that needs attention from a greater number of people, and posting a brand new question will elicit that interest. Click the Ask the Community link above. I will monitor that thread for replies, and provide any insight I might come up with between now and then.
After resolving that problem we can turn our attention back to the "... will damage your computer" message that brought you here to begin with.