This has me thinking?

Am I unprotected in the few seconds it takes me to click on the desktop shortcut in the case of a firewall crash? 2, when using ■■■■ cleaner I wanna know if it could get rid of something that the firewall uses/needs? 3, When I turn off my computer a box pops up saying something like the comodo submit files could not be completed as it is shutting down I get the box about 3 times so click ok and all is well but that’s a bug surely?

No, you’re not. As long as cmdagent.exe is running, you’ll be protected. Cfp.exe is just the GUI, so you won’t see any alerts. And if you don’t answer the alerts, CFP will threat them as blocked.

Nope, you won’t remove any of CFP’s files with CCleaner.

If you’re not submitting the files, then it’s a bug. Please make a new topic about it here, and make sure you read this one first: