It sounds like the client in question isn't properly picking up the proxy settings; there are a few reasons this can happen:
1> A bug in the client
2> A configuration error in the client
3> The client is running as a different user
It sounds like you're saying that some
traffic from Groove.exe is captured and some isn't; that implies that perhaps the Groove client is configured to bypass the proxy for Intranet hosts (e.g. your ADFS server's URL) despite the system proxy being configured otherwise.
If you share a PCAP and SAZ file with me (Help > Send Feedback), I can investigate a bit further.
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