When you connect a server managed by ServerPilot to HeatShield, HeatShield will install its own firewall and will automatically disable ServerPilot's firewall.
As your firewall will no longer be managed by ServerPilot, you will need to do all firewall management through HeatShield. Once HeatShield is installed, you will still see a firewall on/off switch in your server settings in ServerPilot; however, this switch will have no effect on your server's firewall.
As ServerPilot doesn't expose a control panel interface directly from your server, ServerPilot doesn't require any additional open ports of its own. Similarly, as ServerPilot does not SSH into your server after you have initially connected your server to ServerPilot, you can safely use HeatShield to restrict access to SSH on servers managed by ServerPilot.