It's Windows Firewall for me. These days I like any notifications from a firewall to be kept to an absolute minimum, and Windows Firewall does just that.
I lost patience with the hassle of 3rd party firewalls. It's been Windows own for years with no problems, sometimes I check connections with Process Hacker but even that is rare.
ZoneAlarm free on my main computer. Windows Firewall with WFC on secondary machines. I plan to check out Glasswire soon though...
WFC4 for outbound If there was something else available I could then likely remove the behemoth that is .NET
No firewall at all. i use a vpn and a firewall is not needed. It is recomendet to not use a firewall with vpn.
I am almost 100% sure than you can use Windows firewall with default settings with any VPN. Some, but very few VPNs, might have some firewalling built in, that might conflict with outbound connections controlling firewall. In that case you surely will not be happy, when not running the VPN if you value the outbound connections control. 1-2 year ago I tried PIA and its poorly made client randomized the location of the python made client executable, making it practically impossible to whitelist it in TinyWall. Only such case of a VPN I've ever seen. Still it had no firewalling built in, only a poorly made client. VPN itself offers no substitution to a firewall function.
No, I don't. I think that @Jarmo P 's answer is correct. Aside from that, I've been running Linux for many years and Windows only in a VM for very limited purposes. So I'm not really a Windows expert. But I think that Personal Firewalls in Windows often cause more problems than they promise to solve. The built-in Windows firewall is enough to close open ports. If you're worried about unsolicited outbound connections you should only install trustworthy programs. But that might be a basic Windows problem per se