So, now that you have it off, are the dialogs showing different information about the Windows Firewall condition? Since it states Kaspersky is in control, maybe it needed to be recycled because some setting was overwritten, or could Kaspersky have changed some of how it works.
If it happens again, check the Task Manager and look for the Service MpsSvc and try to turn it off there.
This is a picture of my Firewall settings, and as you can see, they are quite different. I also notice your Public Networks show as connected whereas you private networks show as not connected.... Were you running your system from some public network when you took the snap?