In general, you should not run two software firewalls on the same computer. The issues are similar to running two real-time anti-virus programs on the same computer.
And you should be asking Microsoft, not GlassWire, about what you can do with Windows Firewall.
I wrote most of this before I saw @Ken_GlassWire’s very diplomatic 
reply.
Your whole issue arises because you “Can’t trust Windows Firewall” for two reasons: it is a Microsoft application that is closed source. I don’t agree with your assessment of the risks because you don’t really look at Windows Firewall itself:
- Windows Firewall is used on more client systems than any other firewall so issues are quickly found.
- Windows Firewall is the most scrutinized application firewall you can get.
- It has proved to be highly reliable.
- Other firewall developers have discontinued their own firewall programs and now use Windows Firewall instead.
- Many third-part developers of security software piggy-back on Windows Firewall just as GlassWire does.