Kaspersky AV 2014/2015 interferes with COMODO Firewall

Kaspersky routes all outbound traffic through localhost port 1110.
This interferes with COMODO Firewall, which sees all outbound connections going to localhost instead of their real destination.
As a result, I cannot set IP-based rules.

This was NOT the case on my old computer (XP 32bit, KAV 13.0.1.4190, COMODO 3).
It started after upgrading the computer (Win 8.1 64bit, KAV 14.0.0.4651 or 15.0.0.463, COMODO 7.0.317799.4142).

Things I tried:

  • disabling Kaspersky’s web protection, but the proxy remained.
  • disabling and uninstalling the Kaspersky network service from Network Connections > Ethernet > Properties.
  • inverse the installation order of KAV and COMODO.
  • installing KAV 2013 (incompatible with Windows 8.1)

The only thing that I found which removes the loopback behavior is completely uninstalling KAV.

I asked the same question in the Kaspersky forums, but they were not able to help me.
Maybe here someone is aware of a way to use both programs together?

I have the same problem!
Have you managed to solve it?