My Fiddler 4 not capturing any traffic and I am not able to connect to websites while in fiddler. Kindly suggest if I need to make any change to proxy settings.
Check if your Fiddler is applying any auto responder rules (you are using the old Fiddler Classic where the tab is called AutoResponder while a similar but extended functionality in the new Fiddler Everywhere is called Rules Builder) and stop them from executing if such are active (you might want to clean the browser cache as well and restart Fiddler just to be sure).
Another possible reason is to have a leaked OS proxy or entirely wrong proxy configuration - check your Windows Proxy Settings when Fiddler Classic is running. You should see the Fiddler proxy being set (when capturing is ON).