Hello Amrendra Kumar Mishra,
Fiddler Everywhere requires access to specific API endpoints (used for login) during the startup. That said the Fiddler Everywhere client should be started before the VPN tooling. In addition, Fiddler provides options to bypass specific URLs, and that could be used to bypass the VPN endpoints.
Although, I've never used Zenmate, you could try to follow the steps described in this KB article for configuring Fiddler Everywhere alongside Cisco AnyConnect Note that the execution order of the steps described in the documentation article is crucial for the proper setup. You might also want to check if there are options for setting up a. proxy address in Zenmate and if there are an additional security settings that are preventing MITM access
The built-in VPN feature in the Opera browser does not provide a list of IPs of the VPN servers that are used for that service. However, without the server IP addresses, it is not possible to bypass them.