I can't answer all your questions, but perhaps I can explain a bit more about safezone.
All your safezone and sandbox stuff lives in a separate virtualised hidden folder on your drive - avast! sandbox. You can see it if you boot to safe mode (or have another OS loaded).
I know that avast can scan this folder - because I've had false positive detections in it whilst running a full scan - so I think it's safe to assume that avast doesn't think the file is malicious. Try running a full scan anyway though.
Resetting safezone should (I think) delete all its contents other than original - including any downloads - though I can't personally confirm this, because I can't recall trying it.
EDIT - just tried - and reset safezone doesn't clear downloads made in safezone.
The following is from the avast guide - I've italicised the key bit:
Process Virtualization (SafeZone)
The avast! safeZone is an additional security feature that allows you to browse the
web in a private, secure environment, invisible to the rest of your system. For
example, if you do your banking or shopping online, or other security-sensitive
transactions, you can be sure that your personal data cannot be monitored by
spyware or key-logging software.
Unlike the Sandbox, which is intended to keep everything contained inside so that it
cannot harm the rest of your system, the avast! SafeZone is designed to keep
everything else out.
To open the secure SafeZone desktop, just go to the "Tools" tab and click "Switch to
SafeZone".
When you switch to SafeZone, the SafeZone web browser will start automatically. The
SafeZone browser is a special browser without any additional components such as "plug-ins"
which are often used to distribute spyware.
When you are done, click on the orange avast! icon in the bottom left corner and select “Turn
off SafeZone” to close the browser and return to your normal desktop. Your browser
settings and any files that you have downloaded will be saved automatically and will be
there the next time you open it. If you don't want anything to be saved, click the "Reset
SafeZone" button and everything will be deleted. The contents of the SafeZone, including all
browser settings, will be reset to their original state.
Alternatively, you can just click the “Switch back” button on the taskbar (the white
arrow next to the clock) which will return you to your normal desktop without
terminating your web browser, so you can return to it later.