Should i also - to be sure, turn off the shields and actually download the file / files, and then turn on the shields again, to see if Avast comes up with a warning ?.
You may EICAR is just a text string filetype so it will not trigger all functions on newer WinOS ... and you have a Mac

Avast Antivirus: Testing whether Avast Antivirus protects your PC against malware >> https://www.avast.com/faq.php?article=AVKB32#artTitle

There is also a PUA/PUP test file >> http://www.amtso.org/feature-settings-check-potentially-unwanted-applications/