I’ve tried as many decent Free Firewalls including all four you have and a few more back when I was still on XP 32 SP2/3 and I had no conflicts with older versions of Avast up to 5. My experience was similar to yours with them either being heavy on resources or slowing things down, not to mention that some were pop full of ads which kind of defeated the purpose. My choice at the time was Outpost, followed by Online Armour then Comodo.

Outpost was good for me until I upgraded to W7 so I had to switch at the time to the best compatible at the time for Free which was Online Armour, which I’m still using, although I think it causes SAS to BSOD if I scan with it. Comodo isn’t a bad option either out of the rest, but I have to say its AV makes both XP & W7 lag terribly. You can opt out of having the Comodo AV when you install the FW which I think you would have to if you are using Avast as your AV since they conflict AFAIK.