I take it you have contacted him again ?
The problem being is as you have said, initially the web shield alerts, it attempts to abort the connection, but n the background that may have completed. So essentially avast is detecting it (as confirmed in the support reply). I don't know if in your contact with support you made it clear that the web shield was detecting it, but the real problem is that it isn't blocking it from being downloaded.
Generally the web shield will abort the connection to stop the content being downloaded, but some browsers may disregard the abort connection and complete it. I think I recall something like that before in relation to chrome in the forums.
The secondary problem is that the file system shield doesn't scan zip files by default (as they are inert), so it isn't being picked up when the abort connection doesn't drop the connection or the browser disregards the abort and tries to complete the download.
You could of course change the file system shield, expert settings, Scan when writing and check the Scan all files. This would effectively be scanning 'all' newly created/writing files and this would include files written to the hard disk. However this could have an impact on system performance