comes up on my comodo firewall when i launch the start.bat file
When you start mining software using *.bat file for the first time, firewall should interact with user. It has happened to me with Windows Firewall and I needed to whitelist claymore folder in order to start mining successfully.
As a Microsoft Administrator I can say conhost.exe is actually the name for Console Host Applications. Claymore miner is a console application so it is pretty normal it uses this name on Task Manager.
Comodo is a good firewall but I don't think it is the best one.