Can I use ModSecurity + immunifyav + CSF all together?

as Cyberpanel already has build-in Firewall rules, so do I actually need to install CSF?

The built-in rules are just some basic iptables rules.

You can check the full functions of CSF at:

https://configserver.com/cp/csf.html

Do I need to disable the built-in firewall manually? or it will stop automatically after CSF installation.

because I do not want to use multiple firewall services at the same time.

You don’t need to disable, because CSF will also use iptables, but it just has extra features.
So it is a drop-in replacement, there won’t be multiple instances as they both use the same blocking interface (iptables)

During CSF installation, it will load the current rules at recognize them

You can use by making all three compatible with each other