I advise you do not try to use ESET NOD32 with Comodo Firewall.
If you have a system image backup to revert with and insisted on it then you could try it out however remember to exclude one another through white-listing and do not try and use COMODO HIPS. In fact, even the sandbox might conflict.
IMO it is just a bad idea because Comodo Firewall isn't just a Firewall and even if you disable components, it might still leave them active but just filtered out to not do anything and that alone could be problematic if that is the case.
ESET have a good firewall though, you may as well just use ESET Smart Security but it's up to you.
You don't need comodo with Eset.
Just get Eset IS(disable remote +predefined rules from firewall).
Eset is weak against Exe malware so combine it with standard acc/smart screen/vs/OSarmor/Erp/Hard Configurator.
I also have experience of using eset nod 32 with CFW, I had turned off HIPS in comodo firewall, despite that my eset installation got buggy, RAM usage increased and then it stopped updating itself. I had to remove comodo and re install eset, though it was not as bad as @Evjl's Rain, but I got the message.
If you use comodo firewall in cruelsister settings, then windows defender will suffice along with it, no need to pay for av either. Windows defender and avast free (with file and webshield only) are the only av in my experience that play nicely with CFW.
I’ve never had an issue running the two together. Light as could be. Comodo with CS settings and Eset tweaked, with HIPS in smart mode. I’ve had it in interactive and policy mode with no issues as well.