The thing is very simple - you can only use the software that is compatible with each other. In this case, the problem is not an icon (red-or-green), but rather that the two programs cannot be used at the same time. You must give up from one of them. That is it, so simple. Of course you can make the icon green, this is not a problem. But it does not mean that the programs start to fit and that both of them start working at the same time. You can use one or another.
... if memory serves, you should be able to turn off notifications (RED X) about Windows Firewall from within security settings