Are you actually getting an Avast Alert ?
If so can you attach a screenshot to your reply.
If not there may be a problem at their end. I have just connected to the first link you gave and that opened OK and I played a short video clip.
The second clip I got an error message, which appears to be unrelated to Avast, see my attached image (click to expand). Is this the error you are getting ?
I’m not behind a VPN and using Firefox as my browser.