1) You are not able to keep server with Comodo. If you want to you have to allow rule and that makes your computer more vulnerable for attacks and thats not good. You also cant be host in several games.
I can not comment this, I have never hosted a server or played a game with Comodo.
2) It slows web browsing. Sometimes it took long time to load a website.
I have never noticed, that CPF would slow down browsing in comparision to Outpost Pro.
It can be due to a conflict with running software, bad rules you could create in Comodo, etc.
But since you have not input any details (browser, webpage), it can not be examined further.
3) Rules for one program should be behind one link. Now there's about 8 times program called firefox.exe because some other programs have started firefox.
This is something I like, because Outpost Pro can not do it, but you can choose to
Skip Parent.
I disabled CC & Aplication Behaviour. You can set up Comodo as you like at cost lower security.