I would have thought that the whole idea of trying to bypass a firewall may be considered malicious by anti-spyware, etc.
avast detects many firewall bypass files as it isn’t to know if this is legit or malicious use. It detects the zabypass.exe and breakout.exe that I know of but it doesn’t detect pcflankleaktest.exe (very old copy that I have on my system).
That is what I said it is considered malicious by some ant-spyware/virus software although not detected by avast it is by the ZA anti-spyware, so there is nothing strange in that because of its actions.
Submit it to virustotal and you will probably see others consider it malware or a tool, etc.