The system has recovered from a serious error

With all due respect, I believe you answered your own question. According to what you posted above the issue didn't occur until you installed Comodo. But, even then only after an issue with the software occurred which you were unaware of until you run the Comodo diagnostics.

Personally, I believe all software firewalls are a waste of space and computer resources. A properly configured router which contains a hardware firewall (most produced in the last 5 years have it) is the best protection from intrusion. Many users are mis-informed as to the purpose of firewalls. Firewalls to not stop malware from entering your computer through browsing and downloading. A firewall only protects your local network from intrusions of those attempting to access your network in an unauthorized manner. Even if a user wants to use a software firewall, the built-in Windows firewall is more than sufficient.

If it were my computer I would remove all security related software using Revo, run Ccleaner and Glary Utilities to find left over registry entries and finally perform a search in regedit for each uninstalled software. Once I had completed the aforementioned, I would re-install Avast, turn on Windows firewall then read up on how to configure your brand of router for the best security. One feature to focus on in the router's security capabilities is MAC address filtering. Essentially, this option, if available, blocks any and all computers from accessing your network unless the MAC address of the computer in question has been added to the "Allowed" list of computers. This type of security is in-penetrable. Basically, this means if I don't invite your computer to join my network you won't get in..

OK, removed Comodo and MSE. Ran CCleaner but are these the correct settings?

http://s11.photobucket.com/albums/a173/JoeWood_/album%201/?action=view&current=CCleaner.jpg

then ran Glary, again, are these the correct settings?

http://s11.photobucket.com/albums/a173/JoeWood_/album%201/?action=view&current=Glary1.jpg

look at what it found, look at the 1,499 Registry items

http://s11.photobucket.com/albums/a173/JoeWood_/album%201/?action=view&current=Glary2.jpg

these are the registry items, I'm afraid to delete any of them! How do I choose which ones to delete?

http://s11.photobucket.com/albums/a173/JoeWood_/album%201/?action=view&current=Glary3.jpg

The Ccleaner screenshot shows you ran the file cleaner; not the registry cleaner. Make sure to choose yes when asked if you want to create a backup of the detected items.

As for Glary, I would check the option to remove tracer cookies then click on the options link and check mark all unless you save login information in your browser. If that is the case uncheck form history and passwords. Otherwise check all.

Regarding the invalid entries it is safe to delete all as Glary automatically saves a backup of the entries.

Uncheck the "Shortcut fix". I have had minor issues with that option in the past. Nothing that couldn't easily be fixed, but no need to have it checked.

OK I ran CCleaner again, using the registry button, but then should I close Glary, and run it again?

I personally run them both until each fail to find any issues.

As stated previously, once you have run both scanners, and neither return issues, use regedit to locate any remnants not detected by Ccleaner and Glary. I would also recommend you create a backup of your registry prior to searching for remnant. File > Export. Save it to a location such as your desktop for convenience.