Doing some Fiddler traces recently and these tips helped me.
Modern browsers are far stricter about security and using Fiddler sometimes blocks a process that works fine without.
These settings help:
Also, sometimes you can't get round an issue.
What you can do is use IE's Developer Tools (F12).
Network tab - "Export captured traffic".
Then import the saved file into Fiddler.
If you use Chrome, you can save the trace as a .har file.
You can "Import Sessions" on Fiddler and then select "HTTPArchive".