Leave the Standard Shield on Normal, that gives the best compromise between protection and performance. The sensitivity setting on the Network Shield has no effect (aesthetics so the providers have the same look) as it has only one task to do and no different level of scanning.
A firewall might alert you depending on what one you have, but the avast scan would be happening before it get to your firewall, providing another layer in your defence (avast scans in localhost proxy before sending any email, so if it is intercepting spam it isn't being sent).