Whether it's supply chain attack, social engineering, or someone having physical access to your device there is always a way to compromise your PC, router, enterprise firewall, laptop or mobile if you are a bad and big enough target. All it takes is enough time, skill and money and exploits/bugs in software will fall like XMAS presents from the tree.
Criminal malware is one part but that is usually high volume and eventually is detectable by most security software. Not a huge worry.
But would experienced users even notice they were infected if the adversary is the NSA's Equation group or some other advanced APT? I mean how would you determine if your hard drives firmware has been hacked? Or your laptop's BIOS/UEFI firmware is backdoored? Or your device has a sophisticated implant installed?
Answer is in 99.9% of cases you wouldn't know. But we still keep trying to protect ourselves, everything evolves and improves over time. We strive for 100% protection in our security setup but in reality, you get no such guarantees.