Just so we're covering all our bases here, do you also have AutoRCM or emuMMC? If the answer is yes to AutoRCM, that may complicate matters as updating from OFW may remove AutoRCM. If the answer is no to emuMMC, you may get banned if you go online to update the firmware. Regardless, the process for updating CFW is as simple as going to the official Atmosphere GitHub page, downloading the latest release, deleting the old Atmosphere files and folders, then putting the new ones on the SD card.
For starters, I have no idea why you needed NS-USBLoader or how you even used it to send Hekate because its a tool designated to facilitate .NSP file loading. Since its literally impossible to use NS-USBLoader to push Hekate, I'm not even sure what you mixed it up with but as long as you didn't install any actual .NSP files, you should be fine.
Secondly, while the modern Hekate menu may look like a CFW menu, it is not in fact a CFW. There was a debate early on in the Switch scene whether it qualifies as a CFW or not but the technical term for Hekate is a bootloader. It is a program that launches before the Switch OS, Horizon, is running therefore its not modifying the current firmware or running its own firmware as other CFW tend to do. It employs a wide variety of tools to the user such as dumping the eMMC, toggling AutoRCM, adjusting the archive bit flag, and many other things. And it does all of this in RCM. Here's the thing about RCM; its not a hack. Its an intended feature of the Switch presumably used at the factory level. So even if it was true that booting into RCM set a flag, Nintendo would have to deal with flagging their own units entering RCM.
The connection between your Switch and PC in terms of payload injection is only for sending a payload via USB. Once the payload has been sent, the PC has done its job and disconnect. There can be other reasons you keep them connected however. You can transfer files via USB between your computer and Switch or you can install .NSP files via USB. The point is you didn't need to keep them connected once the payload was sent successfully.
As explained in the second paragraph, Hekate operates outside of Horizon and in RCM meaning there is nothing to detect. As far as the Switch is concerned, it has no idea what happened to it while Hekate was running. Dumping files does not involve installing anything to the console. You could even leave the jig in there if you wanted to but then you wouldn't be able to attach your right Joy-Con. The only possible installation you could have performed in Hekate is AutoRCM however you don't even need it for your purposes.