Deahty

I must say, it is interesting that when the computer is shutting down, for a split second, the sound of the permission window appears, maybe this information will be somehow useful

@Deahty has supplied a dump of eguiproxy which I've passed on to developers. Will keep you posted.
Does everybody with this issue have Windows 11 or it happens with Windows 10 or older Windows too? Do you have only one account created in the system?
P_ESSW-15997

Following.
I've had the same problem for a while now as well (maybe 3-4 months with automatic updates turned on for ESET & Window 10 Pro 4 Workstations) where the interactive firewall notifications stops showing up.  The fix is to log off the session or reboot - I can't seem to find a quicker fix for it.  I'm glad I am not the only one that intentionally uses interactive firewall as this recent issue is a bit of a headache.

@Marcos
He is experiencing the same firewall interactive prompt issue many here complained before. Same issue, except people don't know how to describe it properly. And he is correct, when this happens, sometimes when you reboot the system you see the prompt before logging off and the way he mentioned he can hear the sound but no popup is the same I described in another topic.
Almost every issue I read regarding the firewall prompt or alert not showing is the same issue, but just described differently by different users. It's very unlikely that so many different ESET users on different computers have the same issue, unless this is a bug with the software. I have read over 100 topics now here in the forums, some old, some new of people describing the same issue, basically no prompt to allow or deny a program when using the firewall interactive mode.
I think I described in fairly detail how to reproduce this.