I think that if you believe there is a benefit of combining Comodo Firewall alongside Emsisoft Anti-Malware, and as long as there are no compatibility issues with doing this, then there is not a problem with doing so. For example, you may prefer to rely on Comodo for handling network traffic communication interception over Windows Firewall (even though traditional firewall components within security software nowadays are basically overlays of what Windows already does as opposed to build from the ground-up - most stopped doing this nowadays because of how hard maintenance can be).
The problem is when people stack multiples of security software alongside, even if there is no compatibility issue, simply because they feel they will be "better" protected, when in actual fact this is far from the truth. Comodo Firewall alongside Emsisoft Anti-Malware, or any thing else, will increment the attack vectors which could be targeted by an attacker - thankfully this is not usually a Home user problem but this is still reality.
I personally think that Emsisoft Anti-Malware is good enough and that Comodo Firewall isn't really required at all. Emsisoft provide the user with a powerful (but now elegant to use and control) Behavior Blocker component for zero-day malware protection, along with a dual-engine real-time protection/on-demand scanner component and pretty decent web protection. I would personally just enable Windows Defender, and possibly make modifications to the configuration for it if necessary. With this being said, the BB component under Emsisoft Anti-Malware still has the ability to intercept network traffic (which was always separate from their old Firewall component during the IS version - and they still have this ability now).
I hope that you manage to figure out your configuration which works well for you and makes you feel comfortable.
