Whilst these messages are likely to be fact, they are hoping you will elect to pay for avast products to take care of it.
I use avast free:
1. My sensitive documents I regularly backup to an external hard drive/usb, I have been doing this for many years under the policy of -"if you don't want to lose it back it up."
2. I can't recall having this message - though I would still expect the avast antivirus to protect my system should this happen.
3. The windows 10 firewall might be basic, previously I used a paid for firewall and only when I switched to win10 and my old firewall was no longer supported did I use the win10 firewall. I haven't had any issues with that in over 4 years, it is also possible to get an add-on to give that firewall additional functions (at no cost).
4. I also expect avast free and the Web Shield to take care of fake websites in much the same way as the phishing (aka fake) websites. Yes hacker could redirect you to fake sites, but first they have to get on your system and I expect avast's webshield and the file system shield to take care of it.
For me this is a poor marketing choice, give the user a head ache and then sell them an aspirin.
Personally rarely if ever run on-demand scans, mostly they are scanning dormant files, active files are scanned by the file shield, when created, modified or run. And don't get me started on the NOT so Smart Scan, which it would appear to be where this has come from.
Note: Your image is fine, you can't see them in preview mode, only when posted is the file (uploaded) available to be viewed.