DavidR
4
You absolutely need a firewall and preferably one that provides protection against unauthorised outbound connection. Any malware that manages to get past your defences will have free reign to connect to the internet to either download more of the same, pass your personal data (sensitive or otherwise, user names, passwords, keylogger retrieved data, etc.) or open a backdoor to your computer, so outbound protection is essential.
I don’t believe your proxy will provide any protection. You need to ensure that you have avast monitor your Proxy. I assume you have set your proxy up in your browser’s connection settings if so in order for avast to monitor that you will need to add it to the Web Shield also, see image.