Error while exporting WebTest from Fiddler "One or more plugins returned an error, but the remaining plugins."
Fiddler recording is missing requests
This could be due to too many simultaneous downloads as I experienced while recording scripts for AJAX application. This could be resolved by increasing number of concurrent connections in Internet Explorer following this guide.
Fiddler is not recording requests
Fiddler web browser plug-in will usually re-configure web browser and set itself as local proxy. If for any reason this automatic set up failed it might be necessary to manually configure web browser (or any application) to use Fiddler as a proxy server. By default fiddler will be listening on localhost on port 8888
The same approach could be used to configure any application based on the HTTP protocol to use Fiddler as a proxy and thus allow it to record a web script.
HTTPS traffic is encrypted "Host CONNECT"
This could be because HTTPS decryption setting is switched off in Tools > Fiddler Options > HTTPS
Once enabled it is a good idea to turn on "Hide HTTPs connects" rule from Rules main menu.