Thinking about it though, even that might be an issue.
Could you perhaps put up a default Windows toast stating that an application has attempted to make a connection, some basic info, and then have a list of pending connections in the Eset window itself?
Maybe under a new header, between "Computer scan" and "Update" or something?
This would also help with gaming, since Eset doesn't throw up prompts whilst gaming mode is active, so sometimes network based games get patched and can't connect, with no notification as to the issue from Eset.