Fiddler does not set up it's proxy server for the websocket protocol. Applications looking at the global proxy settings are told by WebRequest.DefaultWebProxy.IsBypassed(Uri) that no proxy server should be used for the specified wss Uri.
1. Have a .NET application that uses websockets and checks WebRequest.DefaultWebProxy.IsBypassed(Uri) to see if a proxy should be used for a wss Uri.
2. Try to use Fiddler to observe websocket traffic
After turning on fiddler, enable "Use the same proxy server for all protocols" in the Internet Options / Advanced Proxy settings screen.