I cannot double check it now because I don't have 10 installed but I have heard that when you disable its firewall and then reboot, it stays enabled again. It doesn't let you keep it disabled. Maybe its the same for antivirus but I'm not sure. As far Apple, in system preferences -> Security & Privacy -> Privacy you can select if you want to send diagnostics & usage data or crash data with app developers. I have these check boxes disabled. I don't know if it indeed send other data but it seems that our files have not been sending to them for analysis, etc. In windows from what I know you cannot disable from sending data to Microsoft.
You can enable/disable the built in windows firewall and AV as you like. Alternatively you can install your own, and Windows will (for example) switch off its own firewall automatically because it recongises that a 3rd party program has that control.
As for personal data, there is a lot more to this than diagnostic and crash info. Nevertheless, my windows 10 is set to not send these, or advertising info, or typing/ink/speech stuff etc. Whenever something falls over it pops up and asks if I want to send the info (just like OS X).