Not a good idea to exclude sites as the web shield has been very accurate in its detections in the past as you have no idea why the avast web shield alerted. So reporting it as has been done is the best option and if it is good no problem then you can inform the site, etc. Or if it does happen to be a false positive then avast can take corrective action, simply adding it to the web shield exclusions won’t achieve either of these.

Without opening the page or you know how to analyse the page content from the outside (which the OP tried, but they didn’t find anything), or use other methods were the user isn’t at such risk whilst investigating. The easier, safer option is reporting it here.