Hello gnewsham,

Fiddler Everywhere intercepts only web traffic that goes through the HTTP & HTTPS protocols. The ping utility probably uses ICMP and Fiddler Everywhere won't capture those packets (the ICMP packets are from different layer and not part of the TCP ports).

As for  Google Chrome- indeed by default it should be using the system proxy and Fiddler is able to capture its traffic. Make sure that there are no custom proxy settings for Chrome and once the FE client is set and the trust certificate is added, restart both and try to capture a session.