I think what you did is correct, I could not see the error and the bug 
Although, to be sure, I suggest you exit ZA for a while and try to update. Without a firewall you can see if the trouble is in your ISP.
Try either to remove avast! from the ZA and see if, next time, the update calls ZA and you allow the update (named avast! setup) connect to the Internet all the time. Server rights is not necessary.
Btw, server rights is necessary for your proxy (if not, you won’t be connected, I suppose).
Best regards. 