The software combination in a Suite is designed not to conflict with each other, which is a good thing for the noob and average user.
There is another aspect of mixing AV and FW products which could
potentially leave a user vulnerable - at least theoretically.
Security solution providers do not always agree whether a certain
protection component should be part of an AV or part of a FW. So
that protection mechanism *may* be part of either the AV or the FW.
If a wrong choice is made, the user *could* be left without that
protection.
Hypothetical case:
Protection feature "X" is deemed to be part of an AV by Product "A".
The same feature "X" is deemed to be part of a FW by Product "B".
Product "A" offers an AV and a free-standing FW (sans "X").
Product "B" offers an AV (sans "X") and a Security Suite with FW.
Choosing either Product "A" or "B" as a complete AV/FW package
gives the user the protection of feature "X".
But if a user chooses to install the Product "A" FW and the Product
"B" AV, they will lack feature "X" protection.
Moral: Check the included features lists carefully when mixing
security products from different providers.