The new release of Comodo Mobile Security 3.4.3205 mentions that a firewall has been added yet I am unable to see/manage this feature. I upgraded to this version and also uninstalled and reinstalled again but no firewall is present :'(.
From the Mobile Security page at the top left select the 3 horizontal lines. You can then select the firewall option to enable/disable.
However, I found with the firewall enabled, when I selected the Google App I got a message " sign in error".
Also when I used Settings/about Phone/System updates I was not able to check for updates.
Disabling the firewall resolved these problems.
I downloaded Terminal Emulator for Android and as far as I can see my phone is not rooted.
On my CMS the Firewall is listed after Scheduled Scan and before Call Blocking.
Have you tried to uninstall and reinstall CMS?