I'm at a loss as to why this would be happening with https effectively without a firewall interfering as outlined in my previous post.
I assume that you don't have any problems with regular http web pages. Probably because with your proxy I doubt that the web shield was even scanning them.
You didn't say if you set your browser to use the proxy connections settings ?
What is your ISP proxy port ?
Revert the changes to web shield and try browsing regular http pages and check if it is even scanning the content. Then you can check the Last scanned: and scanned total: fields and they should be changing and the avast icon should also rotate.
Whilst it shouldn't make any difference to this problem, you should also set your proxy details in the Program Settings, Update (Connections), Proxy.
Check out this FAQ link
http://www.avast.com/eng/webshield_issues.html particularly those relating to proxies.