There is a known issue with CIS/CF filtering VPN traffic with some VPN adapters.
I referenced this in a reply to the devs at end of last year:
https://forums.comodo.com/t/blocked-softwares-suddently-updating-when-vpn-launched/360377/13 when installed CIS/CF adds the firewall driver to your network adapters but this doesn’t seem to work with some adapter types and something that they are apparently working on.
I don’t have knowledge regarding BIOS but @ilgaz and @C.O.M.O.D.O_RT should be able to provide further information / assistance.
Wherever the malware came from, it should have been block/contained by CIS/CF as soon as it was saved to disk/ram or accessed.
What configuration were you using?