Your exclusion must be under the Active Protection, File System Shield, Scan When Executing
You may also want to turn off Scan For Potentially Unwanted Programs (PUPS) (on the Sensitivity Tab)
1. We need more information from the OP before we can say where an exclusion should be set. A point to note, if this is the DeepScreen scan then the exclusion should be in the AvastUI > General > Exclusions > DeepScreen.
This is why I sought more information.
2. Scan for PUPs if I remember correctly is off by default. We don't know if the OP changed that or even if the alert related to a PUP, I suspect not.
All the more reason for seeking more information.