ESET Web filter is fine as it is, no need to further enhance it.
What Earth means by overkill I would assume is this:
Real-time protection: ESET Smart Security , Kingsoft Antivirus , Emsisoft Mamutu
There is no reason to be running the 3 apps combo above. My tests clearly showed how is ESS performing and cleaning. That plus MBAM and EEK as an on-demand scan is more than enough.
Now adding Kingsoft and Emsisoft Mamutu, you will only be increasing:
A) RAM usage, since ESS by default uses between 70 to 80 MB RAM.
B) Conflict between AV engines.
I have set a full system scan with ESET NOD32 after nearly a week without Real time protection so I shall check the results but I can guarantee no infection.
Now unless you travel through Warez/Cracks/Serials/Patches sites, the risk of infection is low, plus on your config you have set the risk of infection as low anyway, so running the above combo is overkill and pointless. ESET Engine or even AVAST Engine is good enough.
Not even the paranoid mode umbra overloads his system like that