Reposting my answer from this forum thread:  https://www.telerik.com/forums/just-downloaded-fiddler-everywhere---mac

While Fiddler Everywhere is not compatible with some VPN tools, it does not makes sense that it fails to start. Most likely, you will see a login error due to some endpoints being unreachable through the VPN, but the application remains active. Check if you have access to the required endpoints from our prerequisites. Alternatively, you can also use the following endpoint to verify that you can access the Fiddler Everywhere endpoints: https://fiddler-backend-production.s3.amazonaws.com/connectivity-test/check-fe.html

You can also privately send us the Fiddler Everywhere log files to support at getfiddler.com. Refer to this KB article on how to access the logs manually. Note that these logs might contains sensitive personal data, so do not post them in public forums.