Your company currently offers Fiddler as EXE installation package. Microsoft currently only supports installation of softwares through single-MSI files for Intune MDM-based solution (https://docs.microsoft.com/en-us/intune-classic/deploy-use/add-apps).
This means it is not possible to install Fiddler through MS MDM-based Intune solution, because there is no Fiddler MSI file.
Could you please offer MSI files as well?
I saw some posts with an FTP on your forums, to get an MSI, but I am wondering why you make it so hidden/complicated???