What types of malware are particularly dangerous for Whonix?
If my host system is infected, Whonix cannot protect me.?
Correct. The host system has full control over the VMs running on it, so if the host is infected, malware can spy on or infect VMs on that host.
See:
This doesn’t provide a direct answer to your question, but the answer to your question depends on your needs and what you’re doing, so understanding Whonix’s threat model and establishing your own threat model will give you the answer to the question.
Use Whonix on Qubes OS, and this threat will be eliminated.
A compromised dom0 under Qubes OS comes with the same risks as a compromised host with other virtualizers. (Qubes OS does make it substantially harder for dom0 to become infected though, mainly by strongly encouraging one to do all their work in various VMs.)
If dom0 is compromised, it is typically the fault of a very careless user. A normal OS, however, can be compromised without any user mistake.