Ecp.yusercontent.com

This just started today:
I am running Windows 10. When I open my browser to my Yahoo Mail page, whatever email I open I get an alert from the AV saying this:

We've safely aborted connection on ecp.yusercontent.com because it was infected with URL Phishing​

(see the attached image)
This happens in all my browsers, Opera, Firefox, and Chrome.
I ran a AV scan but it comes up clean. I ran a MalwareBytes scan and that's clean also. I also ran a adwcleaner (v.7.3) and that was clean as well.
There email also has no images in any emails as well. Just the icons. This is a part of this new development as well.
Doesn't happen on a normal web page though, just Yahoo Mail.

Where do I start in in getting rid of this?

 

Thanks. I was using Avast. But thought it might be the AV so I un-installed it and installed AVG instead and it stopped.

 

Your attachment shows AVG.

 

You know they are both the same company right.