TR/Kazy.78336.20
is actually a very bad Banking-virus. I doubt that this was coming together with your UE4 installation! Since it keeps popping up, it shows that Avira has difficulties to get rid of it!
If I found such a virus, I would wipe my harddrive and make a complete reinstall of windows, unless you have a clean backup somewhere. Just my two cents…
(BTW, I am using a separate Ubuntu install just for online-banking! 
)