Igor can correct me and said what happened to the 'deleted' file
Well, I am not aware of every deleted file in the world, so I can only guess

I don't know what was the "action" that the browser was supposed to do with the downloaded file, but I believe the scanerio was like that:
The Standard Shield level was set to High, i.e. it was scanning created/modified files (as Technical said). However, this scanning (virus warning) is not blocking - i.e. it doesn't stop access to the file. So, when you clicked the link, the file was downloaded to the TEMP folder. avast! detected the infected file being written there and gave you the warning.
In between, the browser may have deleted the temporary file - so, when you told avast! to delete the file (to the trash bin), the file was already deleted by the browser. Therefore, avast! couldn't delete anything - so, the trash bin was empty.
I cannot guarantee that it really went like this... but in general, when we are talking about temporary files, we have to consider the possibility of the file being removed - that's what the temporary files/folders are for.