no I haven't seen that, but from what you describe there's definitely a possible bug. There shouldn't even be any "sz" chromium shortcut on the desktop in the first place.
edit: okay now I realize (I'm not on a system with Avast right now) that you can indeed start chromium outside the safe zone, from the chromium executable found in avast program files. I've done that before, not really a problem. Chromium is chromium, if you need the SZ, then start it from where it's meant to be started. No big deal if there's a chromium shortcut "outside", it's not SZ bound anymore, that's normal.