Micrisoft Dispalay Adapter - AVG Firewall

Hello, Mark.
I regret to hear about the inconvenience this may have caused to you. Please check if AVG firewall is configured with below recommended settings or not.

Open AVG Internet Security->Menu->Settings->Components->Firewall->Customize->Network Profile and change it to Private.
Open AVG Internet Security->Menu->Settings->Components->Firewall->Customize->Policies->System Rules and set all rules to "Enabled".

Make sure the above settings are applied and let us know if the issue persist.

Does anyone know how I can allow this as a trusted device rather than switching my firewall on and off each time to connect my Microsoft Display Adapter

Hello, Mark.
I regret to hear about the inconvenience this may have caused to you. Please check if AVG firewall is configured with below recommended settings or not.

Open AVG Internet Security->Menu->Settings->Components->Firewall->Customize->Network Profile and change it to Private.
Open AVG Internet Security->Menu->Settings->Components->Firewall->Customize->Policies->System Rules and set all rules to "Enabled".

Make sure the above settings are applied and let us know if the issue persist.