If you don’t have MS Outlook (not express) Terminate the Outlook/Exchange provider, the message means it is waiting for MS Outlook to start. This provider is disabled by default so it would appear that you enabled it.

I have no Idea what sub-system web shield might be waiting for as I can’t recall every seeing that in relation to the web shield. Since you also mention a pop3 alert saying it wouldn’t be able to protect, etc. this is usually associated with another AV or remnants of one or some other application also checking email.

Have (or did) you another AV installed in this system, if so what was it and how did you get rid of it ?

What other security based software do you have, anti-spyware, etc. ?

I don’t know why you would want to skip the advanced security checks or the parent check in Comodo, avast shouldn’t need that and this is a valuable part of the anti-leak function of comodo.