IMHO it is very bad to run a so called FireWall like Zone Alarm at all.
If you have a good virus shield - and you so so since you use Avast - no other live protection (!!) is needed, especially no fire walls.
You may hold in background something like MBAM reday to use. But if your system is overrun, all is too late. If your FW has Port 80 open, all you put through will pass it. If ZA scans incoming stuff (how..?), and Avast does it same second (what is it's job), that can not be good. Avast is on to shiled you system to threats, ZA may stop attacks from… Whom? Who attacks your ports from outside, and why? But if ZA gives an alarm for somebody wants to phone home, this one is already here and may have done everything worse. Or you did not set ZA to well known progs (see manual…) which are allowed to transmit?
Disregard ZA, and see if really Avast must be stopped for Spotify. And then try to set Avast to grant Spotify necessary transmissions.
Eric