No worries on the classification of the post-- I see them all and I answer most of them myself :-).
Having said that, do you ever
have this problem with Fiddler itself (not FiddlerCore)? As Fiddler's proxy engine is fundamentally the same as FiddlerCore's, it would be revealing if you only saw this in a FiddlerCore-based application and not Fiddler itself.
Are you sending a large number of requests? Do you have a timeout set for the requests? Are the "missing" requests going to the same server as some earlier request, or to a different server? Are the "missing" requests using "POST" or another method that carries a request body?
If you could share the code you're using (send to fiddler @telerik.com), that could prove helpful.
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