Problem: Windows Phone does not exchange web traffic with Fiddler
After configuring a Windows Phone to use Fiddler as a proxy, requests from the Windows Phone device do not return resources or appear in the Fiddler session list.
Solution: Create an IPSEC Boundary Computer Exception
If the Fiddler server (the machine running Fiddler) is on a network with IPSEC enabled, create an IPSEC Boundary Computer exception. Contact a network administrator to create this exception.