I have uBlock Origin and uMatrix, I stopped using ADblockPlus ages ago. When I tried to connect to the site uMatrix blocked it When allowed I got the same permissions questions, but uBlock Origin did stop the page loading.
That said, your image doesn't actually show an ad being blocked, but the site complying with privacy concerns/rules to get related privacy permission.
See -
https://www.google.co.uk/search?q=site.adform.comIf that site isn't where you were intending to connect ?
Then the site you were visiting would appear to be redirecting to the page in your image.
From what I have seen on the google search this site would appear to provide services to other sites, which could be why you are seeing this. And why I asked the question about what site you were trying to visit.
Unfortunately I don't think that has anything to do with Avast, nor do I think it can do anything about this.
EDIT:
You could try to add this site to the blocked sites list (in the Web Shield settings), but I don't know if that would be helpful as you wouldn't see the page and wonder why the site you were visiting (if it redirects here) isn't being displayed.
See attached image 2&3.