I installed Bitdefender Free AV web installer and Fiddler could not detect any connection made by it.
To reproduce, download it from here, open Fiddler, and then install the downloaded exe. Check Fiddler and it will not be able to detect anything from the installer.
If there is a way to solve this, please let me know. I'm using latest Fiddler in Windows 8.1 core 64-bit.