I see no reason why you should move away from ESET if that's what you have been using for a while and are comfortable with the settings and how they all work. ESET and Appguard. If you have those 2 setup right. Then your pretty well protected my friend.
I would not worry so much of the detection rates you see on charts or on YouTube, etc. Its not every day a average user will come across some zero day malware that ESET wont have a signature for. If that was to happen well, Appguard sure does a good job at preventing zero day malware from doing any harm from what iv seen. As for the firewall and HIPS. I do not know much about ESET to go into crazy detail as i for one have never purchased a license. Iv had a free trial but that's it. For the amount of devices i have ESET is just a little too expensive for me. But i have not seen anyone complain about the Firewall and HIPS capabilities of ESET.
Just stick with ESET. My opinion. To answer your other question regarding what else you should install to increase your system security. Well. I would say nothing. ESET and Appguard combo = Good to go.