Re comodo and startup...I use Comodo Firewall, and was concerned that it was the last item to load. However, after asking at the forums, am reassured that the connection is actually blocked while the firewall module is loading.
The only time I've seen Avast block an exploit as you describe was when I had the firewall turned off.
Edit...If you right click on the firewall icon, then left click on "security level", what does it say? Should be "learning".
It's possible you've clicked "allow" in the past to a firewall alert that really should have been blocked, but how to fix that I'm not sure. When I did that I ended up uninstalling it, cleaning the remnants, and performing a full reinstall.