Disappointed with firewall

Hi.Recenlty I noticed that Firewall has leak.I blocked an application but it sometimes connects to net.First I thought it could be a conflict and I uninstalled possible conflicted programs such as:
-Avast Free Antivirus
-All OpenVPN based VPNS
-Du Meter
-Glasswire Free Firewall
But still the problem exists.
What to do now?