I've been away all day. PC was on at home, mining.
I have now stopped and started the miner several times without issues.
What seems to be the problem:
1: The warning says it is the anti-exploit shield that has intervened. Whereas in reality it seems to be the anti-rootkit shield.
2: The anti-rootkit shield ignores all exceptions. Those only apply to the file shield.
3: Disabling the anti-exploit shield and/or the anti-rootkit shield, deletes all set exceptions! Even though they seemingly do not even apply to those shields.
Apparently there is no way to run a miner without disabling the anti-rootkit shield. This was not necessary with the version of Avast I was previously running, from a few months ago. And all versions in at least a year before that. But now it is.
Edit: I just submitted a bug report. I'm aware of the dangers of exceptions, but I've been running this software for over a year and so have millions of other people. Any problems would be big news fast. Just because miners are sometimes installed without consent does not mean miners are always unwanted, and there is no good way to allow for running mining software without disabling whole parts of Avast. And if Avast then doesn't even respect the exceptions set, things get very frustrating.