The number of Connected and Autonomous Vehicles (CAVs) is increasing rapidly in various smart transportation services and applications, considering many benefits to society, people, and the environment. Several research surveys for CAVs were conducted by primarily focusing on various security threats and vulnerabilities in the domain of CAVs to classify different types of attacks, impacts of attacks, attack features, cyber-risk, defense methodologies against attacks, and safety standards. However, the importance of attack detection and prevention approaches for CAVs has not been discussed extensively in the state-of-the-art surveys, and there is a clear gap in the existing literature on such methodologies to detect new and conventional threats and protect the CAV systems from unexpected hazards on the road. Some surveys have a limited discussion on Attacks Detection and Prevention Systems (ADPS), but such surveys provide only partial coverage of different types of ADPS for CAVs. Furthermore, there is a scope for discussing security, privacy, and efficiency challenges in ADPS that can give an overview of important security and performance attributes. This survey paper, therefore, presents the significance of CAVs in the market, potential challenges in CAVs, key requirements of essential security and privacy properties, various capabilities of adversaries, possible attacks in CAVs, and performance evaluation parameters for ADPS. An extensive analysis is discussed of different ADPS categories for CAVs and state-of-the-art research works based on each ADPS category that gives the latest findings in this research domain. This survey also discusses crucial and open security research problems that are required to be focused on the secure deployment of CAVs in the market.