It's the old discussion of convenient vs secure again. Yes comodo firewall sandbox D+ works on a whitelist which is exactly one of the reasons it beats most other firewall / proactive solutions hands down, and unless you install a handfull of new programs every other day, once its set up you get no more popups than with other solutions.
I use comodo firewall & D+ because i dont trust any other to do the job ,especially on 64 bit systems most other solutions give you mediocre protection. On the other hand the comodo AV is really bad and thats why i use the AV of avast.
In my opinion leave comodo to do the sandboxing, firewalling. As for the execution control settings i would leave that to comodo to and let avast do what it actually does best, the AV part.
Cheers.