I have some internal and external sites that I cannot access if I don't enable Fiddler (and start capturing), using IE and Chrome. I can access them via Firefox though without any issue, with/without Fiddler enabled. In our environment there is no proxy enabled for internet access, so the only one will be Fiddler when activated on my machine. I am not sure where the issue is, but it seems there is something wrong in the registry. I obviously don't want to be running Fiddler all the time!
Other users in the same environment (no Fiddler) do not have this issue with any browser. So it is definitely only on my machine.