Well Network Shield effectively blocks the download and if it blocks the download it is loading before the firewall, in which case the firewall won’t know about the attempt.

ZA free and pro I would have thought would fall into that category of a good firewall intercepting before Network Shield, but as I said there is no control on application loading on boot (by default). I don’t know if I would want to use something like Startup Delayer to delay the start of avast to try to let ZA load first. To me it seems to be a loading problem rather than a good/bad firewall issue.