Howdy, ReinR-- Thanks for the note.
First question: What's the build number of Fiddler that you're using? (Help > About)
Second question: Can you share one or more .CAP files demonstrating this problem with me? (Help > Send Feedback)
Some .CAP-generating tools will only show outbound network traffic and will not (by default) capture inbound responses. If you generate a CAP using such a tool, you'll only see the requests and not the responses.
Also, keep in mind that your capture should begin as early as possible; if you miss the start of the connection in the capture, Fiddler may not see traffic on that connection.
thanks,
-Eric