The problem with the Windows boot you can’t select the order applications are loaded so it is possible ZA (you didn’t say if it’s the free or pro, I assume free) isn’t getting loaded or something is delaying or slowing it and Network Shield gets in there first.

As to if you are at risk, I wouldn’t have thought so as Network Shield is effectively doubling up protection on the common attack ports and ZA should be stealthing and or covering the rest. What concerns me is if Network Shield gets in first and blocks an attack, effectively signalling your presence, which could attract further attention.

I suggest a full shields-up check at grc.com and see if you are stealthed, you probably will be, because any activity on the ports avast monitors is unlikely to find malicious content and ZA would effectively be the next in line.