I can’t help directly, as I’ve never used AVG, so I’m not sure what they’re referring to.
I’d guess the site redirects you to a mirror near your own location of the download. (When I tried it just now, it took me to another location.) majorgeeks.com seems to be a reliable site, so you should be fine downloading from there.
I used to use AVG for a long time, I ended up getting rid of it purely out of frustration and I now use Avast. The “suspicious processes monitored” could very well be nothing only innocent windows system files running in the background and on start-up or just various programs you may have running. You should do a full scan to be sure but definitely run MalwareBytes for peace of mind!
I’ve been using Nortons for 3 years, and never had a problem with anything that would risk my system. Yeah, it’s not free, but Nortons is updated all the time. Plus, you get support, something freeware will never give. One reason why closed source > open source. When it comes to securing your computer, I wouldn’t go the easy way out. I have tried freeware and all of it fankly sucked. It’s like Linux flavor-of-the-month.