Today I faced some problem, I had to intercept HTTP calls from WCF proxy to WCF service. I was using Fiddler 4. But unfortunely it was not working :( I tried many options.(It was not working for me, but it may work for you)
By using system.net proxy setting - In the clientapp.exe.config, you need to add following configuration settings.
By using useDefaultWebProxy attribute in the binding element.
For me it is also not working :(
By using Hostname instead of localhost. - This is the only solution worked for me. :) Modify you clientapp.exe.config, and change the endpoint address from localhost to the actual host name.
This is the proxy request and response captured using Fiddler.