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No, you can use all with no conflict. However, I see no use in using Win. Defender with Avast since Avast has better detection. You can change Win. Defender to on-demand and only update it when needed.
As for the Windows Firewall (FW), it is up to you if you want to use it along with AIS or not. It is compatible, but do you really need 2 FW’s at the same time? You can use Win. FW as a back up, but it will not enable/disable automatically.
Let me know if you have any additional questions. Thank you.