Hi Maha raja,
The Web performance recorder or the Fiddler tools used to capture the HTTP/HTTPS requests. So for the UDP requests, as far as I know, it doesn't support this features.
One workaround is that you could think about using other tools like JMmeter or Wireshark to monitor the requests.
If you just could use the VS IDE, you could submit a feature request to the DC site directly.
https://docs.microsoft.com/en-us/visualstudio/ide/how-to-report-a-problem-with-visual-studio?view=vs-2019
If you submit it, you could share the link here, I will also help you vote it.
Sincerely,
Jack
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