What avast version are you using free/pro/internet security ?
What is your firewall as this is the more likely issue, it blocking avastSvc.exe which controls the localhost proxy for the web and mail shields. So if avastSvc.exe is blocked by the firewall it would appear that it is the web/mail shield blocking when they don’t block.
Are you saying that the web shield is ‘alerting on all sites’ as the web shield scans and alerts to infection it doesn’t block as it isn’t a firewall ?
Not to curious about facebook if the connection is https (secure encrypted) traffic that isn’t scanned.
Zone Alarm has form for this type of thing, it seems to suffer a case of digital amnesia even when a process is allowed it still gets blocked. In instances like that deleting any entry for avastSvc.exe in the ZA program control (not sure if that is the correct name) and reconnecting to the internet should force ZA to seek permission again.