Hello,
I do not know if Little Snitch blocks access to specific hosts for single process only, or for all the processes. If you do the former, you may have a problem, you should block the page for the whole computer or also for com.avast.proxy process.
Regarding the traffic: Web Shield intercepts all http traffic and https traffic originating from browsers, Mail Shield intercepts all IMAP/POP traffic. Please keep in mind that when you access a specific web page, content of the page typically triggers tens of other HTTP requests to various other pages (eg. google login, facebook login, static image hosts, videos...). Even simply writing something into browser's URL bar typically causes multiple pages you have previously accessed via the browser to be downloaded.
While it is not impossible for some malware to exploit Avast, I find it highly improbable.
Kind regards,
Ondrej Kolacek