It would be bummer to research 'Windows Data Execution Prevention' to find its not relevant.
I was not trying to run my executable nor pyinstaller run.exe, the alerts come from a scan.
I cannot point to exact wording, but the mention of specific threat name usually comes from signature analysis. Heuristic code analysis usually flags 'suspicious something in file zzz'
For a Windows Data Execution Prevention problem I would expect a OS MsgBox telling something, not an AV alert.
Probably you can get better info to attack the false positive problem directly from AVG, and given the fast response time I got, something worth to try.
Not telling you are wrong, but its feel to me like in premature optimization: going to suspected problems before problem confirmation.
cheers