There have been issues with ZA FW in the past, but these issues have been resolved with Avast’s recent version, however if ZA changes their version or update, this may obviously affect things. I can say many users with previous problems with ZA FW here on the forum opted to change FW’s because of ZA.
Depending on your third-party FW, you may/may not be able to also run Windows FW with it at the same time. Some third-party FW’s are disabled by it. AIS (Avast Internet Security) allows both to run at the same time, which is unusual, but I’m not sure if ZA also allows this.
I think the situation when you mentioned going to the public WiFi and not being encrypted was your only honest mistake and this may have lead to a possible leak (assuming you keep it locked at home). I would suggest changing passwords just in case.
How are things running now?