First attempt with ATTiny85 board, error "avr-g++; file does not exist;

Which "instructions" are you looking at, exactly?
"DIgispark" is pretty old these days (and the originating people/business looks like it was essentially cloned out of business :frowning: ), and I could believe that the document you're working from is obsolete. "avr-gcc\4.8.1-arduino5" would be a very old version of the compiler...

You'd probably have better luck loading up Spence Konde's ATtinyCore and using the board and board settings appropriate for your DigiSpark.