I am using file based User Secrets within my .Net Framework WebAPI and all is working fine with the AppSettings section of the web.config as per below
<configuration>
<configSections>
<section name="configBuilders" type="System.Configuration.ConfigurationBuildersSection, System.Configuration, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a" restartOnExternalChanges="false" requirePermission="false" />
</configSections>
<configBuilders>
<builders>
<add name="Secrets" userSecretsFile="MySecretsFile.xml" type="Microsoft.Configuration.ConfigurationBuilders.UserSecretsConfigBuilder, Microsoft.Configuration.ConfigurationBuilders.UserSecrets, Version=1.0.0.0, Culture=neutral" />
</builders>
</configBuilders>
<appSettings configBuilders="Secrets">
<add key="mysetting1" value="(default)" />
<add key="mysetting2" value="(default)" />
</appSettings>
</configuration>
However, I now need to add same for connectionStrings for EF connections and the following entries are in the web.config below
<connectionStrings configBuilders="Secrets">
<add name="Entities" connectionString="A" providerName="System.Data.EntityClient" />
</connectionStrings>
When I run the app (in Visual Studio) I get the following error showing that the ConfigurationBuilders is having issues finding something.... but I don'k know what ... thing is, all the appSettings and configurationStrings are loading as expected.
If I remove the configBuilders="Secrets", then the error does not show.
So what am I missing, how can I find out what is it trying to load, but cannot find.

It does say which assembly loading you are having problem with. Have you verified your project actually correctly references
Microsoft.Configuration.ConfigurationBuilders.UserSecrets? Verify the version number, is it 1.0.0.0. Easiest to verify by referencing types from that assembly directly in code. If compiler accepts this then likely runtime will as well.If the obvious check didn't help then resolve to usual assembly loading troubleshooting. That is
fuslogvw.exe/The Assembly Binding Log Viewer:(documentation)