We study the superconducting density of states and vortex lattice of single crystals of CaKFe$_4$As$_4$ using a scanning tunneling microscope (STM). This material has a critical temperature of $T_c= 35,$ K, which is one of the highest among stoichiometric iron based superconductors (FeBSC) and is comparable to $T_c$ found near optimal doping in other FeBSC. Using quasi-particle interference we identify the hole sheets around the zone center and find that two superconducting gaps open in these sheets. The scattering centers are small defects that can be localized in the surface topography and just produce quasiparticle interference, without suppressing the superconducting order parameter. This shows that sign inversion is not within hole bands, but between hole and the electron bands. Vortex core bound states show electron-hole asymmetric bound states due to proximity of the top of one of the hole bands to the Fermi level $E_F$. This places CaKFe$_4$As$_4$ in a similar situation as FeSe or related materials, with a superconducting gap $Delta$ just a few times smaller than $E_F$. On the other hand, we also identify locations showing strong suppression of the superconducting order parameter. Their size is of order of the vortex core size and vortices are pinned at these locations, leading to a disordered vortex lattice.
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