So I only need to do one or selecting as the default scanner does a different function than not selecting it?, sorry I'm a bit confused
Select the Messenger into the IM provider would do the job. You only need this.
The second, the specific setting into Messenger, is a second protection level, not necessary. But, as I've said, it won't harm. So, do the two option, let avast IM provider running and set ashQuick.exe into Messenger settings. If you feel uncomfortable (too much scannings...), well, remove the ashQuick.exe setting from Messenger.