I just changed my VPN and tried to capture the browser traffic in fiddler logs.
- I tried by checking the option "Automatically detect settings" (Tools > Winnet Options > LAN Settings)
- Also checked the option "Decrypt HTTPs Traffic" (Tools - Options - )
- Also Cleared the "Clear Winnet Cache, Cookies, browser cache, temp files" in system.
Can any one tell me how to solve this problem? I attach my error in the image here, for your reference.

VPN software and firewall clients are common culprits. It’s a known issue, please refer below link,
https://www.telerik.com/forums/how-to-auto-reset-fiddler-when-%27system-proxy-was-changed%27