Control software VPN traffic with Comodo

I’m using software VPN for work a lot (Avaya VPN client) and would like to selectively block some inbound/outbound traffic from my PC to the corporate network. In theory it should be easy - just set up rules based on IP addresses and ports. However, it doesn’t work as designed. I can still ping or access Windows shares on my home PC from corporate network. I have tried many firewall solutions like Kaspersky, Privatefirewall, Outpost etc but none of them is able to properly control this virtual traffic. I think it has something to do with the fact that VPN adapter is a software adapter, not a real NIC.
There is only one firewall that allows me to do what I want - Windows Firewall. Apparently, it operates on lower level compared to other software firewalls.

I would prefer to use one firewall (Comodo) instead of running two. Does anyone know why it doesn’t work and if there are ways to make it work with Comodo Firewall?