Ah, your original statement was misleading. In your post #3 you only mention FW+AV. When someone refers to an all in one, I immediately think of a suite type app. According to you, CFP3 is an all in one also.
Sorry let me clarify. OA blocks spyware, viruses by using similar (yet different) techniques as D+. From what I got from OA's website it blocks access to spyware websites, has an antivirus, and it alerts you to program installations.
Since OA's website dosn't give me a lot of information im assuming it dosn't just block spyware you need to block it.... Correct me if im wrong guys. CFP would be a HIPS all in one if it had a resident virus scanner (realtime).
Yes you are right a 'real' all in one would be like ZoneAlarm security suite.