Was avast.setup running in Task Manager (Processes)
Do you use a Proxy ?
What are your settings for, Program Settings, Update (Connections), Proxy... button (see image) ?
How do you know the firewall doesn't block, logs, or just because it says it is allowed in the firewall application permissions ?
What is your firewall ?
Does it allow avast.setup internet access ?
- If it does delete the entries for them reconnect to the internet and do a manual update, this will force the firewall to ask permission again.