Btw, the dll AVG/Avast hooks into every processes like most/all AV does isn't signed by Microsoft. So, if you have enabled Code Integrity Guard for something like Microsoft Edge then it gives you an error when you I try to run the browser. It eventually opens after few clicks but won't be fully protected by AVG I assume.
Bitdefender, ESET, G-Data, McAfee, Kaspersky, etc many products's dll are signed by Microsoft. They don't have this issue. I remeber ESET version 12 used to have this issue but they made their dll signed by Microsoft early last year if I remember correctly. Avast/AVG should do the same too. Wonder why they haven't yet! Are you a paid customer? If yes then try contacting them via support and ask them about this.
You are right, it's not signed by Microsoft. I will contact them about this.
Not hooking a process will result in behavioural blocking not knowing what the process does. It's not the end of the world, but it would be better to attach it properly.