Will Windows firewall affect anti-virus software?

Firewalls and anti-virus work differently.

A firewall is a monitor or guard who stands at the gate and monitors the incoming and outgoing flow of data. It also monitors specific ports and web addresses.

Anti-virus scans individual files and directories for viruses.

A firewall should not interfere with the anti-virus and anti-virus should not have a conflict with the firewall. But you know that the anti-virus is frequently updated and this is accessed through a port controlled by the firewall. If the port is closed, then the anti-virus cannot receive updates.

You can see the firewall status by going online to www.canyouseeme.org from the affected PC and enter that particular port number. If it is open/shut, you can see it.

Sometimes, it could be also be the router. So, check both firewall and router.