Guys, I'm really sorry to disturb the thread. I'm sure I don't have the same expertise as you guys. But recently I have detected similar activity in my PC, probably linked to a conhost miner. The thing is, the method used is this one last mentioned. It is copying files across memory and my Kaspersky TS 2017 with all defenses up doesn't even notice the dll/process injections. Usually system32, system32\wbem and syswow64\wbem.
It behaves much like a malware, whenever you close a process, other one pops up and injects into svchost, taskhost or any other available windows process. The constant here is running conhost.exe, cmd.exe or dllhost (COM SURROGATE into svchost), whenever I connect to internet or stay idle for too long, to restart the injection cycle
I can see these process are injected with scripts, because in ProcessExplorer you can tell, if hovered by mouse, will show you a non-complex description and filepath for the process, as well as the services related to it. The injected ones reference scripts, NTDLL calls and really huge instructions as well as Powershell references. I had Powershell installed without my knowledge and it wasn't showing on appwiz.cpl(Windows updates).
It was just there sitting on System32 and it had some nasty inheritance and permissions protections to each folder/file, that I have to perform several attempts to retrieve it, and finally learned to use PS to override these protections myself using a PS script downloaded on the web. BTW it had some folders like "modules" and "applock". The last was fu$#%¨* nasty. During the takeown attempts I did, he froze my machine, restarted it and started to copy explorer.exe process over memory. Until I manage to takeown with the script. Also PS execution policy was set to "unrestricted". lol
When I finally got permission, I deleted the registry keys related, as specified by Symantech guide and manually removed it from my machine. Did some whatever executables and dll renaming to "_bkp".
Several processes stopped showing and injecting with nasty codes. Now they behave more normally with few exceptions. Dllhost.exe, taskhost.exe and svchost.exe would be eventually injected by very subtle executables which would soon vanish, not able to click and inspect. Like sppsvc.exe and audiodg.exe. I know because they do a fast and red colored pop in ProcessExplorer and vanish.
It is damn persistent. Really, I'm not bad for a layman. I have some understanding of some Visual Studio, Java and Python and I'm the support guy from the family and neighbours. I think I have hit a solid wall with this infection.
This is some real #####. An exploit payload probably delivered by some tweaked Meterpreter(found traces) or Netcat.