I'm not quite sure, but did you try adding game's exe file to exception lists, not dll?
The game's .exe (hl2.exe) is also on the exception list. I've yet to notice the Behavior Shield scanning that...it's just the audio-related .dlls it insists on scanning and (apparently) interfering with.
I also have the Steam.exe and GameOverlayUI.exe listed as trusted processes in the Behavior Shield...and the entire Steam folder (C:\Games\Steam\*) is also specifically excluded in the file system shield settings. Basically, Avast! really should be leaving everything Steam-related on my system alone. But it's not.
Check the C:\ProgramData\AVAST Software\Avast\report\BehaviorShield.txt and see if there are any game related executables mentioned.
I would also suggest setting the Behavior Shield on Ask, so you are aware of any intervention.
I do have the Behavior Shield set to Ask, and nothing's come up yet, which is odd. Also, there's nothing in the BehaviorShield.txt...just repeated scans of MSI Afterburner.exe, which I have loading at system start for a custom fan speed profile.
I'm not sure it actually is blocking anything. However, I can trace the problem back to the Behavior Shield, thanks to some troubleshooting... If I connect to a server that uses those custom sounds, it causes the Behavior Shield to scan those .dlls, and somehow that leads to the sounds not playing in-game. If I quit the game, temporarily disable the Behavior Shield, re-launch the game and reconnect to the server, the sounds play correctly--even after the Behavior Shield is re-enabled. (The problem seems to occur with the initial load/connection.)
Likewise, if I add the .dlls to the exception list, most of the time everything works like it should. But every so often Behavior Shield takes it on itself to go ahead and scan those .dlls anyway, which leads us back to square one. In order to get the sounds working again, I either having to disable the Behavior Shield or go through and re-set all my exceptions.
Then it works again until, of course, Avast! decides it doesn't want to play along anymore. My main concern here is that my exclusions/trusted processes settings are being explicitly ignored, really.