Hello Nicolai.
We regret to hear that the issue reccurred. You can find answer to your question together with your original post here https://support.avg.com/answers?id=9060N0000005MtY. Please try to keep the whole conversation in one thread to speed up resolution.
Here we go again 
I am not sure why my post from yesterday (31/07/2019 with the same Topic) has been deleted (or at least I cannot see it here anymore), so we have start all over again, but I will try to make this short:
AVG seems to falsely detect a Trojan called JS:Agent-EGY [Trj] as follows:
Thread: JS:Agent-EGY [Trj]
URL: http://wpad/wpad.dat
Process: C:\Program Files\AVG\Antivirus\AVGUI.exe
Component: Web Shield
I received assistance via the virus removal assistance service within hours of posting (nice) and the AVG technician could not find any virus on the system either and advised a false detection from AVG (in the AVG module is the ironic part, but also other programs) and remedied the issue by fully uninstalling AVG internet security and do a clean new install to resolve the "conflicts" or false positives. I restarted a couple of times and disconnected and connected to the internet a couple of times as well, as this is when the false detection always shows up, and all was good, so I thought, just to find out that today (one day later), after working for 1 hour on the computer, that I am back to square one and the same virus warning comes up again!?
Any answers or ideas from AVG, as re-installing AVG every day cant be the answer I suppose? Highly appreciate it, Nico
Hello Nicolai.
We regret to hear that the issue reccurred. You can find answer to your question together with your original post here https://support.avg.com/answers?id=9060N0000005MtY. Please try to keep the whole conversation in one thread to speed up resolution.