Threat Secured - PowerShell

AvastOne keeps identifying this threat. I am pretty sure it’s a thing that is trying to check the “Use a proxy server for LAN” box which then messes up my internet browsing.
I want the threat eliminated but that is not an option.
“Scan my PC” does not find anything.
I have run MalwareBytes and AdwareBytes but this issue wont go away
If i close the window, it pops up again a minute later.

What should I do?

Have you reported the detection to Avast as a possible false positive?
https://www.avast.com/en-us/false-positive-file-form.php#pc
See if you find any help here:
https://www.systweak.com/blogs/remove-powershell-exe-pop-up-virus-on-windows/

I have not as I think its a valid positive.
Thank you for the powershell removal link. i shall give that a go