Not so much a proxy at the router but some ISP and or web accelerators insist or require that you use a proxy. I you aren't aware of that it is unlikely that you have to do this.
So you haven't made any customisations inside the web shield, primarily in the Basic tab, see image ?
It may be worth removing the manual browser settings to use the web shield proxy, then try a repair of avast. Add Remove programs, select 'avast! Anti-Virus,' click the Change/Remove button and scroll down to Repair, click next and follow.
If these options don't resolve it, given what you said "For a while it seemed like restarting the Avast services seems to clear it for a while." Then I would suggest a clean re-install.
Download the latest version of avast! Pro -
http://www.avast.com/eng/download-avast-professional.html and save it to your HDD, somewhere you can find it again. Use that when you reinstall. Ensure that you scroll down and select the avast direct download link for the English version and not Cnet as that is for an on-line installation (not what you want to do).
Download the avast! Uninstall Utility,
find it here and save it to your HDD.
- 1. Now uninstall (using add remove programs, if you can't do that start from the next step), reboot.
- 2. run the avast! Uninstall Utility, reboot. If step 1 failed it may be necessary to run this from safe mode, once complete reboot into normal mode.
- 3. install the latest version, reboot.
Note: before doing this you will need to find your pro license key that was emailed to you before.