Doesn't Avast scan the registry as far as startup items, etc to ensure it removes any entries put there by malware? I'm pretty sure it does at least that. Either way, "file not found" errors are not anything to be worried about when scanning.
As far as I'm aware avast doesn't specifically scan the registry, should an avast scan make a detection then it may well look for associates registry entries (but this seems to be the reverse of that).
The problem here may be more to do with - following links - Scan settings, Sensitivity, Links > Follow links during scan (unchecked by default I believe, I have it off) - with references to other locations. But I can't say this with certainty as I don't know what scan it was nor what settings the OP used.
But in any case there is nothing to be concerned with.