I visit a sports replay site and I get a notification that it is a malicious site and Avast blocks it. I know a lot of these sites have garbage that are running ads and may or may not be in fact dangerous. I have used this site quite a bit and it has never done anything to damage my pc. There is no option to allow it to play the video it simply stops that from happening. I see the place to put exclusions for the web shield. Is that a way or is there a way to allow this site without removing all protection?
Any URL…? 
Indeed the site itself doesn’t have to be malicious, it can be e.g. a malicious add trying to spread malware or link to a malicious site that is causing the alert.
We can name all possible situations where avast will flag the site, but that would be a huge list…