Phishing detected on my site by a potential customer

A potential customer sent us an email with a screen shot of an apparent phishing issue during checkout. I’m not certain what this is, but it was detected by AVG and the popup stated:

“We’ve safely aborted connection on fonts.shopifycdn.com because it was infected with URL:Phishing”

I cannot get this to happen on my computers. Any ideas what’s going on?

Just had the same issue happen with one of my customers last night. They said it popped up on every page of my site.