If you add HMPA, you will gain in exploit protection, but you will lose in system responsiveness.
The other apps you mentioned, well, each is a world unto itself.
Shadow Defender will erase both wanted and unwanted changes to the system, when you reboot (but you can define exceptions). Also, it will not prevent infection and theft of sensitive personal information, during the current session.
ReHIPS isolates apps from the system and from each other. This is very secure, but not always convenient.
Appguard is very powerful protection, but some users report a learning curve.
Back to KIS: have you enabled Trusted Applications Mode? Have you disabled "trust digitally signed applications"? Have you made the other various tweaks that are available?
Try to get the most out of KIS, and you might just find that it does everything you need.