avast does work if you are behind a proxy server.
Just provide the proxy details in the settings.
No, it doesn't work properly anymore. Have you really tried behind a firewall which prevents direct access with non-transparent proxy installed? Not behind an optional proxy with direct access actually enabled, or behind a transparent proxy?
I am using avast for many years, and it always worked fine with a proxy. But some time ago it stopped. For some bits, it now requires direct connection. You can clearly check the TCP traffic to see this is the case.
Try for example accessing the Help -> Support from the Avast UI. In my case it tries to make direct connection to 78.46.89.183 (a898he.avast.com), but makes no attempt to connect there via the proxy before timing out and saying "The content is temporarily unavailable, please try again later". The same goes for the avast service which now fails to start without direct access to the ranges I have mentioned.
So please stop telling us the problem is elsewhere and have someone finally fix it.