In some cases sandboxed keyloggers/screenloggers may be able to access your data, but they will be unable to transmit it anywhere unless you allow the Firewall alert, which will always be triggered. That said, this kind of breach is also relatively rare.
Yes, the explanation above should also cover this sort of leak.
Security programs cannot protect a system as well under a 64 bit OS. However, Comodo has introduced Enhanced Protection Mode to help account for that. Although it’s not perfect, enabling it does greatly increase your protection. Please see the latest test from matousec.com. Here are the results from the Proactive Security Challenge 64. As you can see Comodo Firewall did very good.
Please let me know if you have any further questions.