from my understanding windows exploit guard and asr rules can protect against a lot of the same types of mitigations but since hitmanpro.alert although have a lot of similar mitigations it does work differently wnd covers some stuff exploit guard doesn't have yet (probably adds checks in other areas in memory for example , and has extra behavior based post exploitation that some isn't necessarily present in windows ATP )
So I'm using it as an added defense after adding exploit guard mitigations from this template
GitHub - neohiro/ExploitProtection: Windows Exploit Protection Settings (Ultimate) and I have manually added comodo to both hitmanpro.alert and exploit guard (although it shouldn't stop the type of bypasses used in Andy ful challenge but still will help against mainly memory based overflows)