When a client (e.g. a browser) sends a HTTPS request through a proxy (like Fiddler) it first requests that the proxy establish a bidirectional "tunnel" to the target server. It does so by issuing a HTTP request that uses the CONNECT method. If the proxy complies and returns a 200 OK response, the client then uses that HTTP Tunnel to send one or more (encrypted) HTTPS requests to the target server.
The "tunnel" is needed because otherwise the proxy wouldn't know where to send the traffic (because the target destination information is encrypted!)
Fiddler will only show the HTTPS requests inside the tunnel if you've enabled decryption inside Tools > Fiddler Options > HTTPS.
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