ZoneAlarm Free Firewall installs the Endpoint Forensics Recorder (for anti-bot purposes). This sort of duplicates with Trend Micro functionalities (the AEGIS behavioural blocking) and now you have 2 nosy behavioural blockers drawing resources.
If you are up for running 2 behavioural blockers and wasting resources, then you can install ZoneAlarm firewall. This can lead to severe system instabilities.
I personally, would leave Defender Firewall (Windows Firewall) handle the rules (which is how Trend Micro wants you to proceed by design).
Trend Micro will suspend connections to malicious domains, including C&Cs.
The Trend Micro firewall booster acts like a very lightweight IPS, scanning the traffic with signatures and blocking typical attacks that no firewall alone would block.