I have Avast installed as well and there anti spam leaves a lot to be desired.I believe they only check mail from one provider Outlook.
I also have Eset on another computer and it will check my E-mails from windows live mail.And as far as I know Avast doesn't.
Apart from that no complaints with Avast except a few false positives that it gives occasionally.So remember not to delete anything maybe just quarantine them instead.
Where have they gone.probably classed as spam and deleted.
I take it you use Microsoft Outlook as your default e-mail provider.