Here is one quick video of settings and malware testing:
Nice test, Panda did perfect.
We've seen strong results from Dome here in the lab, but a few tweaks I believe really help with that. Application Control should be set to DENY rather than ask.
Also, in the version you tested I don't see the Data Shield, is that in another version? With Data Shield, set that to Deny and all unknown/rogue processes won't be able to modify files in the folders specified.
As for the firewall. Panda indeed has one of the most robust firewalls of any suite. The IPS/IDS system in it has technologies that are usually reserved for UTM/NGFW appliances on networks. Feel free to enable the sliders that aren't on, there should be no harm on the vast majority of networks by doing that. Panda seems to default them to off because in some limited circumstances they could cause false alerts.