This is still issue in Avast Internet Security version 11.1.2241.
Among other apps, I am running Xlight FTP server and I tried everything (I am advanced user (of Avast) for years) and Avast just don't take into account application rule (allowing all ports on all connections), it keeps blocking it (and reporting that same .exe file from Application rules under Firewall logs as blocked). The only way is to turn off the firewall.
Best regards