Neither Counterspy or Avast found the problem
MBAM and avast! are meant to work together. They compliment each other. They both are specialists in their own field.
Just as you don't go to a Gynecologist to fix a problem with your foot, You shouldn't expect your Anti Virus program to rid your computer of all the Malware.
Your AV's main job is to protect you against a virus attacks or rootkits and a lot of other virus related nasties.